Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.45% |
Year to date (YTD) | -96.00% |
1 month | -69.23% |
3 months | -85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.97 |
Underlying price on issue | 202.40 |
Premium | 0.15% |
Premium p.a. | 3.46% |
Leverage | 26.91 |
Implied volatility | 0.44 |
ISIN | CH1268375321 |
Symbol | SCH5YZ |
Security | 126837532 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 199.14 |
C/P type | put |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 21.06.2023 |
Premium | 15.17% |
Premium p.a. | 345.97% |
Leverage | 784.67 |
Implied volatility | 43.93% |
Moneyness | out-of-the-money |
Leverage | 26.9087 |
Delta | -0.0343 |
Gamma | 0.0002 |
Theta | -0.0024 |
Rho | -0.0002 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 199.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |