Last price paid | 0.015 | |
Change | -75.00% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.67% |
Year to date (YTD) | -95.45% |
1 month | -81.25% |
3 months | -94.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 73.35 |
Premium | 0.13% |
Premium p.a. | 1.96% |
Leverage | 24.72 |
Implied volatility | 0.35 |
ISIN | CH1250735284 |
Symbol | ALC58Z |
Security | 125073528 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 70.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.05.2023 |
Premium | 12.90% |
Premium p.a. | 196.22% |
Leverage | 400.70 |
Implied volatility | 35.45% |
Moneyness | out-of-the-money |
Leverage | 24.7237 |
Delta | -0.0617 |
Gamma | 0.0008 |
Theta | -0.0009 |
Rho | -0.0002 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 69.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 98.06 |
Lonza Group | 492.40 |
ROCHE GS | 235.40 |
KUEHNE & NAGEL | 259.30 |
Givaudan | 4'251.00 |
Name | Price |
---|---|
UBS | 27.91 |
Swiss Re | 112.55 |
ABB Ltd | 49.36 |
ZURICH INSURANCE | 471.00 |
Sika AG | 269.30 |