Last price paid | 0.055 | |
Change | -8.33% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -84.38% |
Year to date (YTD) | -87.50% |
1 month | -72.50% |
3 months | -69.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 72.36 |
Premium | 0.14% |
Premium p.a. | 0.44% |
Leverage | 12.57 |
Implied volatility | 0.26 |
ISIN | CH1268389389 |
Symbol | ALCBJZ |
Security | 126838938 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 72.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 13.58% |
Premium p.a. | 44.27% |
Leverage | 82.16 |
Implied volatility | 25.87% |
Moneyness | out-of-the-money |
Leverage | 12.5724 |
Delta | -0.1530 |
Gamma | 0.0010 |
Theta | -0.0006 |
Rho | -0.0021 |
Vega | 0.0054 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 71.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |