Last price paid | 0.18 | |
Change | -14.29% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
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 | -29.31% |
Year to date (YTD) | 0.00% |
1 month | -21.74% |
3 months | +125.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 132.58 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 11.09 |
Implied volatility | 0.31 |
ISIN | CH1268385312 |
Symbol | STMD0Z |
Security | 126838531 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 124.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 23.08.2023 |
Premium | 0.81% |
Premium p.a. | 14.14% |
Leverage | 14.24 |
Implied volatility | 30.72% |
Moneyness | in-the-money |
Leverage | 11.0855 |
Delta | -0.7786 |
Gamma | 0.0009 |
Theta | -0.0014 |
Rho | -0.0014 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 115.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.90 |
Compagnie Financi... | 150.75 |
Swiss Re | 113.90 |
Holcim | 80.18 |
UBS | 28.55 |
Name | Price |
---|---|
Partners Group Ho... | 1'169.00 |
Lonza Group | 501.60 |
Sika AG | 271.40 |
GEBERIT N | 551.80 |
Swiss Life Hldg | 637.00 |