Last price paid | 0.21 | |
Change | -8.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -32.86% |
Year to date (YTD) | +223.08% |
1 month | -8.70% |
3 months | +223.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 36.24 |
Premium | 0.02% |
Premium p.a. | 0.25% |
Leverage | 7.97 |
Implied volatility | 0.41 |
ISIN | CH1268374407 |
Symbol | INTCRZ |
Security | 126837440 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 33.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.06.2023 |
Premium | 2.04% |
Premium p.a. | 24.85% |
Leverage | 12.07 |
Implied volatility | 41.32% |
Moneyness | in-the-money |
Leverage | 7.9747 |
Delta | -0.6610 |
Gamma | 0.0109 |
Theta | -0.0018 |
Rho | -0.0017 |
Vega | 0.0030 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 30.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.80 |
UBS | 28.00 |
Partners Group Ho... | 1'196.00 |
Holcim | 79.26 |
LOGITECH INT. | 86.40 |