Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.88% |
Year to date (YTD) | -83.33% |
1 month | n.a. |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 124.45 |
Premium | 0.35% |
Premium p.a. | 15.75% |
Leverage | 11.72 |
Implied volatility | 1.46 |
ISIN | CH1268374308 |
Symbol | AMZ8DZ |
Security | 126837430 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 20.06.2023 |
Premium | 34.53% |
Premium p.a. | 1575.30% |
Leverage | 591.35 |
Implied volatility | 146.22% |
Moneyness | out-of-the-money |
Leverage | 11.7154 |
Delta | -0.0198 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 119.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.30 |
Holcim | 82.52 |
GEBERIT N | 543.80 |
Givaudan | 4'320.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.75 |
NOVARTIS N | 93.55 |
Nestlé SA | 94.44 |
UBS | 27.60 |