Last price paid | 0.035 | |
Change | -36.36% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.20% |
Year to date (YTD) | -89.39% |
1 month | -70.83% |
3 months | -86.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 109.65 |
Premium | 0.02% |
Premium p.a. | 1.30% |
Leverage | 72.05 |
Implied volatility | 0.19 |
ISIN | CH1268387490 |
Symbol | PSPG0Z |
Security | 126838749 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 110.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.09.2023 |
Premium | 2.49% |
Premium p.a. | 129.78% |
Leverage | 375.00 |
Implied volatility | 18.68% |
Moneyness | out-of-the-money |
Leverage | 72.0463 |
Delta | -0.1921 |
Gamma | 0.0092 |
Theta | -0.0055 |
Rho | -0.0004 |
Vega | 0.0042 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 109.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 494.60 |
KUEHNE & NAGEL | 262.60 |
Sika AG | 260.90 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.26 |
Name | Price |
---|---|
Compagnie Financi... | 142.80 |
ZURICH INSURANCE | 481.70 |
SWISSCOM N | 502.00 |
ROCHE GS | 251.80 |
Swiss Re | 111.75 |