Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 21.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.59% |
Year to date (YTD) | -84.38% |
1 month | -50.00% |
3 months | -64.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 175.90 |
Premium | 0.12% |
Premium p.a. | 3.22% |
Leverage | 19.59 |
Implied volatility | 0.53 |
ISIN | CH1268371908 |
Symbol | FHZJWZ |
Security | 126837190 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 168.83 |
C/P type | put |
Subscription ratio | 49.66 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 49.65736 |
Value day | 14.06.2023 |
Premium | 12.34% |
Premium p.a. | 321.84% |
Leverage | 192.80 |
Implied volatility | 52.77% |
Moneyness | out-of-the-money |
Leverage | 19.5863 |
Delta | -0.1016 |
Gamma | 0.0002 |
Theta | -0.0025 |
Rho | -0.0002 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 169.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |