Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.18% |
Year to date (YTD) | -87.50% |
1 month | n.a. |
3 months | -85.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 26.76 |
Premium | 0.22% |
Premium p.a. | 2.85% |
Leverage | 18.51 |
Implied volatility | 0.49 |
ISIN | CH1268367310 |
Symbol | SHE6IZ |
Security | 126836731 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 02.06.2023 |
Premium | 21.85% |
Premium p.a. | 284.86% |
Leverage | 650.84 |
Implied volatility | 48.61% |
Moneyness | out-of-the-money |
Leverage | 18.5095 |
Delta | -0.0284 |
Gamma | 0.0030 |
Theta | -0.0010 |
Rho | -0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 25.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |