Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.83% |
Year to date (YTD) | -85.71% |
1 month | n.a. |
3 months | -75.00% |
1 year | -96.43% |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 406.40 |
Premium | 0.26% |
Premium p.a. | 6.77% |
Leverage | 20.36 |
Implied volatility | 0.70 |
ISIN | CH1250715641 |
Symbol | ZURQUZ |
Security | 125071564 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 350.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 16.03.2023 |
Premium | 25.98% |
Premium p.a. | 677.44% |
Leverage | 1'718.18 |
Implied volatility | 69.92% |
Moneyness | out-of-the-money |
Leverage | 20.3631 |
Delta | -0.0119 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 349.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.95 |
ROCHE GS | 246.50 |
SWISSCOM N | 497.00 |
Nestlé SA | 95.12 |
Lonza Group | 480.20 |
Name | Price |
---|---|
Sika AG | 254.30 |
LOGITECH INT. | 88.26 |
SONOVA HLDG N | 274.60 |
Partners Group Ho... | 1'151.00 |
GEBERIT N | 538.60 |