Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 600'000.00 Unit | |
Date/time | 06.06.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 20.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.36% |
Year to date (YTD) | -98.95% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 266.54 |
Premium | 0.49% |
Premium p.a. | 25.49% |
Leverage | 8.63 |
Implied volatility | 2.23 |
ISIN | CH1268370371 |
Symbol | METOAZ |
Security | 126837037 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 257.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 12.06.2023 |
Premium | 48.89% |
Premium p.a. | 2549.34% |
Leverage | 852.72 |
Implied volatility | 223.19% |
Moneyness | out-of-the-money |
Leverage | 8.6314 |
Delta | -0.0101 |
Gamma | 0.0000 |
Theta | -0.0046 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 256.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 251.00 |
NOVARTIS N | 94.49 |
Givaudan | 4'312.00 |
KUEHNE & NAGEL | 257.90 |
SWISSCOM N | 499.20 |
Name | Price |
---|---|
Holcim | 78.50 |
ABB Ltd | 49.80 |
UBS | 27.28 |
Partners Group Ho... | 1'154.50 |
Sika AG | 255.50 |