Last price paid | 0.44 | |
Change | +15.79% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -16.04% |
Year to date (YTD) | -60.36% |
1 month | -45.00% |
3 months | -62.07% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 59.85 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 6.58 |
Implied volatility | 0.28 |
ISIN | CH1268389553 |
Symbol | BAEY5Z |
Security | 126838955 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 56.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 4.64% |
Premium p.a. | 13.89% |
Leverage | 12.15 |
Implied volatility | 28.15% |
Moneyness | in-the-money |
Leverage | 6.5786 |
Delta | -0.5415 |
Gamma | 0.0045 |
Theta | -0.0013 |
Rho | -0.0113 |
Vega | 0.0124 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 51.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.30 |
ROCHE GS | 229.30 |
Givaudan | 4'220.00 |
ZURICH INSURANCE | 468.60 |
Sika AG | 276.00 |
Name | Price |
---|---|
Lonza Group | 489.50 |
UBS | 28.07 |
KUEHNE & NAGEL | 249.20 |
Alcon AG | 80.24 |
Holcim | 79.34 |