Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 06.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | -57.14% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 29.80 |
Premium | 0.20% |
Premium p.a. | 2.42% |
Leverage | 15.48 |
Implied volatility | 0.50 |
ISIN | CH1250738049 |
Symbol | INT34Z |
Security | 125073804 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 25.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 30.05.2023 |
Premium | 19.86% |
Premium p.a. | 241.67% |
Leverage | 283.57 |
Implied volatility | 50.44% |
Moneyness | out-of-the-money |
Leverage | 15.4775 |
Delta | -0.0546 |
Gamma | 0.0027 |
Theta | -0.0007 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 24.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'233.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.63 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 486.40 |
UBS | 27.97 |
Partners Group Ho... | 1'194.00 |
Compagnie Financi... | 142.40 |
GEBERIT N | 555.40 |