Last price paid | 0.20 | |
Change | +33.33% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -64.17% |
Year to date (YTD) | -79.38% |
1 month | -68.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 57.54 |
Premium | 0.02% |
Premium p.a. | 0.22% |
Leverage | 14.97 |
Implied volatility | 0.25 |
ISIN | CH1268371510 |
Symbol | BAERPZ |
Security | 126837151 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 55.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 14.06.2023 |
Premium | 1.84% |
Premium p.a. | 22.37% |
Leverage | 25.04 |
Implied volatility | 24.78% |
Moneyness | in-the-money |
Leverage | 14.9666 |
Delta | -0.5977 |
Gamma | 0.0101 |
Theta | -0.0023 |
Rho | -0.0028 |
Vega | 0.0060 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 52.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
Givaudan | 4'232.00 |
Nestlé SA | 91.62 |
ZURICH INSURANCE | 468.40 |
SWISSCOM N | 491.40 |
Name | Price |
---|---|
Lonza Group | 484.00 |
UBS | 28.00 |
Compagnie Financi... | 142.45 |
Alcon AG | 80.34 |
Partners Group Ho... | 1'199.00 |