Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -97.32% |
Year to date (YTD) | -91.30% |
1 month | -69.23% |
3 months | -88.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 427.75 |
Premium | 0.15% |
Premium p.a. | 1.33% |
Leverage | 24.84 |
Implied volatility | 0.29 |
ISIN | CH1250736423 |
Symbol | ZURHSZ |
Security | 125073642 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.05.2023 |
Premium | 15.34% |
Premium p.a. | 133.32% |
Leverage | 628.80 |
Implied volatility | 28.65% |
Moneyness | out-of-the-money |
Leverage | 24.8395 |
Delta | -0.0395 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0004 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 399.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.25 |
LOGITECH INT. | 83.12 |
Swiss Re | 109.20 |
Givaudan | 4'155.00 |
NOVARTIS N | 93.55 |
Name | Price |
---|---|
Alcon AG | 79.56 |
GEBERIT N | 559.40 |
ABB Ltd | 47.14 |
Partners Group Ho... | 1'264.50 |
SONOVA HLDG N | 295.20 |