Last price paid | 0.05 | |
Change | -23.08% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -82.76% |
Year to date (YTD) | -87.50% |
1 month | -64.29% |
3 months | -72.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 99.63 |
Premium | 0.06% |
Premium p.a. | 0.50% |
Leverage | 38.23 |
Implied volatility | 0.15 |
ISIN | CH1268376642 |
Symbol | PSPX0Z |
Security | 126837664 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 30.06.2023 |
Premium | 5.79% |
Premium p.a. | 50.36% |
Leverage | 227.80 |
Implied volatility | 14.98% |
Moneyness | out-of-the-money |
Leverage | 38.2271 |
Delta | 0.1678 |
Gamma | 0.0043 |
Theta | -0.0018 |
Rho | 0.0021 |
Vega | 0.0096 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 120.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |