Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 20.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.38% |
Year to date (YTD) | -84.62% |
1 month | n.a. |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 216.50 |
Premium | 0.28% |
Premium p.a. | 6.46% |
Leverage | 17.16 |
Implied volatility | 0.74 |
ISIN | CH1268388027 |
Symbol | SOO7CZ |
Security | 126838802 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 205.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 13.09.2023 |
Premium | 28.32% |
Premium p.a. | 645.99% |
Leverage | 1'038.55 |
Implied volatility | 73.88% |
Moneyness | out-of-the-money |
Leverage | 17.1569 |
Delta | -0.0165 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 204.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |