Last price paid | 0.01 | |
Change | +100.00% [ +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 | 17.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | -77.78% |
1 month | -77.78% |
3 months | -77.78% |
1 year | -95.65% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 171.19 |
Premium | 0.26% |
Premium p.a. | 9.64% |
Leverage | 13.45 |
Implied volatility | 1.07 |
ISIN | CH1250731945 |
Symbol | AAPJSZ |
Security | 125073194 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 160.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 10.05.2023 |
Premium | 26.41% |
Premium p.a. | 964.13% |
Leverage | 385.23 |
Implied volatility | 106.68% |
Moneyness | out-of-the-money |
Leverage | 13.4516 |
Delta | -0.0349 |
Gamma | 0.0000 |
Theta | -0.0025 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 159.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.60 |
ABB Ltd | 50.86 |
Givaudan | 4'341.00 |
Holcim | 80.98 |
Name | Price |
---|---|
Compagnie Financi... | 141.00 |
Nestlé SA | 94.38 |
NOVARTIS N | 92.93 |
Alcon AG | 78.38 |
SWISSCOM N | 495.60 |