Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.04.2024 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 | -90.91% |
Year to date (YTD) | -40.00% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 29.80 |
Premium | 0.34% |
Premium p.a. | 5.16% |
Leverage | 9.44 |
Implied volatility | 0.95 |
ISIN | CH1250738064 |
Symbol | INTWTZ |
Security | 125073806 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 20.00 |
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 | 33.94% |
Premium p.a. | 516.15% |
Leverage | 268.10 |
Implied volatility | 95.36% |
Moneyness | out-of-the-money |
Leverage | 9.4410 |
Delta | -0.0352 |
Gamma | 0.0012 |
Theta | -0.0010 |
Rho | -0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 19.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |