Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -97.14% |
Year to date (YTD) | -86.36% |
1 month | -87.50% |
3 months | -78.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 235.30 |
Premium | 0.13% |
Premium p.a. | 1.61% |
Leverage | 23.15 |
Implied volatility | 0.32 |
ISIN | CH1268373847 |
Symbol | SOOWQZ |
Security | 126837384 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 250.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.06.2023 |
Premium | 13.24% |
Premium p.a. | 161.09% |
Leverage | 287.00 |
Implied volatility | 32.08% |
Moneyness | out-of-the-money |
Leverage | 23.1503 |
Delta | -0.0807 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0002 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 249.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.95 |
ROCHE GS | 230.60 |
Givaudan | 4'233.00 |
SONOVA HLDG N | 289.20 |
ABB Ltd | 49.75 |
Name | Price |
---|---|
Lonza Group | 485.00 |
UBS | 28.00 |
Partners Group Ho... | 1'196.00 |
Swiss Life Hldg | 625.60 |
LOGITECH INT. | 86.38 |