Last price paid | 0.015 | |
Change | -25.00% [ -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 | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.21% |
Year to date (YTD) | -93.48% |
1 month | -70.00% |
3 months | -76.92% |
1 year | -97.41% |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 427.75 |
Premium | 0.16% |
Premium p.a. | 2.04% |
Leverage | 27.58 |
Implied volatility | 0.33 |
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 | 15.66% |
Premium p.a. | 204.19% |
Leverage | 947.40 |
Implied volatility | 33.19% |
Moneyness | out-of-the-money |
Leverage | 27.5849 |
Delta | -0.0291 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0002 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 399.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |