Last price paid | n.a. | |
Change | -4.88% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 02.08.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | +42.59% |
Year to date (YTD) | +178.57% |
1 month | +62.50% |
3 months | +225.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 193.56 |
Premium | 0.00% |
Premium p.a. | -0.06% |
Leverage | 7.87 |
Implied volatility | 0.35 |
ISIN | CH1268378937 |
Symbol | AAPL2Z |
Security | 126837893 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 195.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.07.2023 |
Premium | -0.11% |
Premium p.a. | -5.62% |
Leverage | 7.93 |
Implied volatility | 34.85% |
Moneyness | in-the-money |
Leverage | 7.8688 |
Delta | -0.9922 |
Gamma | 0.0001 |
Theta | 0.0003 |
Rho | -0.0007 |
Vega | 0.0001 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 173.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |