Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -85.19% |
Year to date (YTD) | -11.11% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 189.67 |
Premium | 0.18% |
Premium p.a. | 0.73% |
Leverage | 14.88 |
Implied volatility | 0.27 |
ISIN | CH1268386351 |
Symbol | AAPZWZ |
Security | 126838635 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 04.09.2023 |
Premium | 18.44% |
Premium p.a. | 73.14% |
Leverage | 95.61 |
Implied volatility | 27.23% |
Moneyness | out-of-the-money |
Leverage | 14.8803 |
Delta | 0.1556 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | 0.0014 |
Vega | 0.0046 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 252.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |