Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.08.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -96.30% |
Year to date (YTD) | -87.50% |
1 month | n.a. |
3 months | -92.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 178.37 |
Premium | 0.25% |
Premium p.a. | 1.14% |
Leverage | 13.89 |
Implied volatility | 0.36 |
ISIN | CH1268383283 |
Symbol | AAPZFZ |
Security | 126838328 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 170.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 14.08.2023 |
Premium | 25.20% |
Premium p.a. | 113.57% |
Leverage | 406.51 |
Implied volatility | 36.25% |
Moneyness | out-of-the-money |
Leverage | 13.8883 |
Delta | -0.0342 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | -0.0003 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 169.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |