Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 13'000.00 Unit | |
Date/time | 07.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.66% |
Year to date (YTD) | -95.45% |
1 month | n.a. |
3 months | -92.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 194.50 |
Premium | 0.23% |
Premium p.a. | 3.01% |
Leverage | 18.63 |
Implied volatility | 0.49 |
ISIN | CH1268385411 |
Symbol | SCHPSZ |
Security | 126838541 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 179.22 |
C/P type | put |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 23.08.2023 |
Premium | 23.07% |
Premium p.a. | 300.78% |
Leverage | 778.67 |
Implied volatility | 49.43% |
Moneyness | out-of-the-money |
Leverage | 18.6318 |
Delta | -0.0239 |
Gamma | 0.0001 |
Theta | -0.0016 |
Rho | -0.0002 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 179.70 |
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 |