Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -72.86% |
Year to date (YTD) | -43.75% |
1 month | -72.73% |
3 months | -52.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 178.37 |
Premium | 0.08% |
Premium p.a. | 0.25% |
Leverage | 10.42 |
Implied volatility | 0.25 |
ISIN | CH1268383291 |
Symbol | AAPOWZ |
Security | 126838329 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 180.00 |
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 | 8.27% |
Premium p.a. | 25.36% |
Leverage | 36.22 |
Implied volatility | 25.13% |
Moneyness | out-of-the-money |
Leverage | 10.4209 |
Delta | -0.2877 |
Gamma | 0.0003 |
Theta | -0.0006 |
Rho | -0.0028 |
Vega | 0.0067 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 174.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |