Last price paid | 0.12 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -70.51% |
Year to date (YTD) | -77.36% |
1 month | -42.86% |
3 months | -52.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 109.05 |
Premium | 0.08% |
Premium p.a. | 0.27% |
Leverage | 22.35 |
Implied volatility | 0.15 |
ISIN | CH1268390858 |
Symbol | PSPPXZ |
Security | 126839085 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 7.98% |
Premium p.a. | 27.47% |
Leverage | 97.57 |
Implied volatility | 14.90% |
Moneyness | out-of-the-money |
Leverage | 22.3540 |
Delta | 0.2291 |
Gamma | 0.0034 |
Theta | -0.0014 |
Rho | 0.0071 |
Vega | 0.0183 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 121.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
SONOVA HLDG N | 281.00 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
Swiss Re | 110.60 |