Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 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 | -97.00% |
Year to date (YTD) | -87.50% |
1 month | n.a. |
3 months | -76.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 4'400.33 |
Premium | 0.17% |
Premium p.a. | 1.96% |
Leverage | 23.52 |
Implied volatility | 0.35 |
ISIN | CH1250734717 |
Symbol | SX53WZ |
Security | 125073471 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'200.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 19.05.2023 |
Premium | 16.65% |
Premium p.a. | 196.00% |
Leverage | 664.38 |
Implied volatility | 35.43% |
Moneyness | out-of-the-money |
Leverage | 23.5229 |
Delta | -0.0354 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0004 |
Vega | 0.0023 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 4'192.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.00 |
SWISSCOM N | 491.80 |
ABB Ltd | 49.51 |
SONOVA HLDG N | 287.70 |
ZURICH INSURANCE | 467.60 |
Name | Price |
---|---|
Lonza Group | 490.20 |
UBS | 28.05 |
GEBERIT N | 556.40 |
Alcon AG | 80.28 |
Swiss Life Hldg | 626.80 |