Last price paid | 0.47 | |
Change | +4.44% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -42.07% |
Year to date (YTD) | -38.16% |
1 month | +17.50% |
3 months | +6.82% |
1 year | -38.96% |
3 years | n.a. |
Issue price | 0.82 |
Underlying price on issue | 122.25 |
Premium | 0.20% |
Premium p.a. | 2.03% |
Leverage | 4.56 |
Implied volatility | 0.89 |
ISIN | CH1250717431 |
Symbol | VOWXVZ |
Security | 125071743 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Volkswagen Vz I, DE0007664039 |
Underlying ISIN | DE0007664039 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 20.06% |
Premium p.a. | 203.36% |
Leverage | 14.39 |
Implied volatility | 89.30% |
Moneyness | out-of-the-money |
Leverage | 4.5632 |
Delta | -0.3172 |
Gamma | 0.0004 |
Theta | -0.0129 |
Rho | -0.0026 |
Vega | 0.0073 |
Fair value | 0.48 |
Intrinsic value | n.a. |
Break-even | 110.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |