Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.45% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 117.05 |
Premium | 0.43% |
Premium p.a. | 14.31% |
Leverage | 7.79 |
Implied volatility | 1.77 |
ISIN | CH1250737884 |
Symbol | AMZG6Z |
Security | 125073788 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 105.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.05.2023 |
Premium | 43.13% |
Premium p.a. | 1431.28% |
Leverage | 327.54 |
Implied volatility | 176.70% |
Moneyness | out-of-the-money |
Leverage | 7.7911 |
Delta | -0.0238 |
Gamma | 0.0000 |
Theta | -0.0024 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 104.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.47 |
Swiss Re | 110.15 |
Swiss Life Hldg | 638.80 |
ZURICH INSURANCE | 475.50 |
Givaudan | 4'327.00 |
Name | Price |
---|---|
Alcon AG | 78.98 |
NOVARTIS N | 93.43 |
Compagnie Financi... | 141.75 |
SONOVA HLDG N | 273.00 |
Lonza Group | 474.00 |