Last price paid | 0.21 | |
Change | +23.53% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -41.89% |
Year to date (YTD) | -12.50% |
1 month | -66.13% |
3 months | -38.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 193.56 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 11.95 |
Implied volatility | 0.23 |
ISIN | CH1268378952 |
Symbol | AAP4LZ |
Security | 126837895 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 200.00 |
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 | 0.53% |
Premium p.a. | 5.38% |
Leverage | 16.09 |
Implied volatility | 23.11% |
Moneyness | in-the-money |
Leverage | 11.9500 |
Delta | -0.7427 |
Gamma | 0.0005 |
Theta | -0.0007 |
Rho | -0.0027 |
Vega | 0.0035 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 188.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |