Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 13.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.74% |
Year to date (YTD) | -83.33% |
1 month | -42.86% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 564.80 |
Premium | 0.18% |
Premium p.a. | 1.50% |
Leverage | 21.58 |
Implied volatility | 0.29 |
ISIN | CH1268386955 |
Symbol | SLHFRZ |
Security | 126838695 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 540.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 06.09.2023 |
Premium | 18.04% |
Premium p.a. | 149.63% |
Leverage | 328.20 |
Implied volatility | 29.21% |
Moneyness | out-of-the-money |
Leverage | 21.5797 |
Delta | -0.0658 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0003 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 538.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 526.00 |
SONOVA HLDG N | 292.20 |
ROCHE GS | 227.60 |
Sika AG | 281.60 |
KUEHNE & NAGEL | 249.90 |
Name | Price |
---|---|
Compagnie Financi... | 135.60 |
Nestlé SA | 94.40 |
Givaudan | 4'062.00 |
NOVARTIS N | 93.53 |
Alcon AG | 80.06 |