Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -88.57% |
Year to date (YTD) | -94.03% |
1 month | -60.00% |
3 months | -76.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 81.66 |
Premium | 0.06% |
Premium p.a. | 0.77% |
Leverage | 25.40 |
Implied volatility | 0.24 |
ISIN | CH1268387540 |
Symbol | SGSDFZ |
Security | 126838754 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 11.09.2023 |
Premium | 6.30% |
Premium p.a. | 76.71% |
Leverage | 132.34 |
Implied volatility | 24.22% |
Moneyness | out-of-the-money |
Leverage | 25.4008 |
Delta | -0.1919 |
Gamma | 0.0029 |
Theta | -0.0016 |
Rho | -0.0009 |
Vega | 0.0041 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 79.36 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.50 |
Givaudan | 4'232.00 |
Nestlé SA | 91.64 |
ROCHE GS | 228.80 |
ZURICH INSURANCE | 468.70 |
Name | Price |
---|---|
Lonza Group | 483.40 |
UBS | 27.98 |
Compagnie Financi... | 142.45 |
Partners Group Ho... | 1'196.00 |
GEBERIT N | 556.40 |