Last price paid | 0.035 | |
Change | +16.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.00% |
Year to date (YTD) | -30.00% |
1 month | -12.50% |
3 months | -30.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 99.63 |
Premium | 0.12% |
Premium p.a. | 2.89% |
Leverage | 14.80 |
Implied volatility | 0.60 |
ISIN | CH1268376717 |
Symbol | PSP3XZ |
Security | 126837671 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 30.06.2023 |
Premium | 11.86% |
Premium p.a. | 288.70% |
Leverage | 93.42 |
Implied volatility | 60.17% |
Moneyness | out-of-the-money |
Leverage | 14.7979 |
Delta | -0.1584 |
Gamma | 0.0004 |
Theta | -0.0027 |
Rho | -0.0002 |
Vega | 0.0014 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 98.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
SONOVA HLDG N | 281.00 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
Swiss Re | 110.60 |