Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -98.02% |
Year to date (YTD) | -88.24% |
1 month | n.a. |
3 months | -71.43% |
1 year | -97.06% |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 406.40 |
Premium | 0.25% |
Premium p.a. | 13.22% |
Leverage | 17.87 |
Implied volatility | 1.06 |
ISIN | CH1250715658 |
Symbol | ZURPHZ |
Security | 125071565 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 360.00 |
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 | 25.36% |
Premium p.a. | 1322.25% |
Leverage | 917.33 |
Implied volatility | 105.53% |
Moneyness | out-of-the-money |
Leverage | 17.8729 |
Delta | -0.0195 |
Gamma | 0.0000 |
Theta | -0.0042 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 359.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |