Last price paid | 0.65 | |
Change | -1.52% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +9.32% |
Year to date (YTD) | +490.91% |
1 month | +109.68% |
3 months | +364.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.59 |
Underlying price on issue | 36.24 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 3.73 |
Implied volatility | 0.49 |
ISIN | CH1268374423 |
Symbol | INTF1Z |
Security | 126837442 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 38.00 |
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 | 0.35% |
Premium p.a. | 2.93% |
Leverage | 4.34 |
Implied volatility | 49.05% |
Moneyness | in-the-money |
Leverage | 3.7285 |
Delta | -0.8595 |
Gamma | 0.0047 |
Theta | -0.0008 |
Rho | -0.0037 |
Vega | 0.0022 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 30.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |