Last price paid | n.a. | |
Change | -66.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 20.06.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -94.74% |
Year to date (YTD) | -95.00% |
1 month | -83.33% |
3 months | -96.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 181.60 |
Premium | 0.16% |
Premium p.a. | 8.31% |
Leverage | 23.70 |
Implied volatility | 0.71 |
ISIN | CH1268369977 |
Symbol | AAPZ2Z |
Security | 126836997 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 12.06.2023 |
Premium | 15.93% |
Premium p.a. | 830.86% |
Leverage | 305.41 |
Implied volatility | 70.60% |
Moneyness | out-of-the-money |
Leverage | 23.7024 |
Delta | 0.0776 |
Gamma | 0.0002 |
Theta | -0.0030 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 200.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 248.10 |
NOVARTIS N | 95.14 |
Nestlé SA | 95.78 |
Lonza Group | 481.70 |
SWISSCOM N | 495.40 |
Name | Price |
---|---|
LOGITECH INT. | 88.14 |
Compagnie Financi... | 142.45 |
Sika AG | 257.20 |
SONOVA HLDG N | 275.00 |
Swiss Re | 108.75 |