Last price paid | n.a. | |
Change | -44.44% [ -0.02 ] | |
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 | -90.00% |
Year to date (YTD) | -44.44% |
1 month | -28.57% |
3 months | -44.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 181.60 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 101.23 |
Implied volatility | 0.07 |
ISIN | CH1268370033 |
Symbol | AAPQFZ |
Security | 126837003 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 174.00 |
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 | 0.08% |
Premium p.a. | 4.01% |
Leverage | 152.70 |
Implied volatility | 6.73% |
Moneyness | in-the-money |
Leverage | 101.2294 |
Delta | -0.6629 |
Gamma | 0.0046 |
Theta | -0.0004 |
Rho | -0.0004 |
Vega | 0.0015 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 172.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |