Last price paid | 0.085 | |
Change | -29.17% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 10.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -74.19% |
Year to date (YTD) | +70.00% |
1 month | +41.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 33.18 |
Premium | 0.06% |
Premium p.a. | 0.50% |
Leverage | 12.15 |
Implied volatility | 0.33 |
ISIN | CH1268376865 |
Symbol | INT5ZZ |
Security | 126837686 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 30.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 30.06.2023 |
Premium | 6.04% |
Premium p.a. | 50.08% |
Leverage | 34.98 |
Implied volatility | 33.17% |
Moneyness | out-of-the-money |
Leverage | 12.1463 |
Delta | -0.3472 |
Gamma | 0.0115 |
Theta | -0.0012 |
Rho | -0.0013 |
Vega | 0.0036 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 29.11 |
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 |