Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -98.30% |
Year to date (YTD) | -95.65% |
1 month | -60.00% |
3 months | -80.00% |
1 year | -98.18% |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 427.75 |
Premium | 0.15% |
Premium p.a. | 3.98% |
Leverage | 28.64 |
Implied volatility | 0.45 |
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 | 15.27% |
Premium p.a. | 397.98% |
Leverage | 992.63 |
Implied volatility | 45.35% |
Moneyness | out-of-the-money |
Leverage | 28.6362 |
Delta | -0.0288 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | -0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 399.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 248.10 |
Lonza Group | 483.60 |
Nestlé SA | 95.52 |
NOVARTIS N | 94.45 |
KUEHNE & NAGEL | 258.30 |
Name | Price |
---|---|
Compagnie Financi... | 143.10 |
LOGITECH INT. | 89.48 |
Partners Group Ho... | 1'162.50 |
SONOVA HLDG N | 278.00 |
Alcon AG | 80.84 |