Last price paid | 1.14 | |
Change | +5.56% [ +0.06 ] | |
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 | +179.27% |
Year to date (YTD) | +159.09% |
1 month | +65.22% |
3 months | +56.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 211.25 |
Premium | 0.01% |
Premium p.a. | 0.03% |
Leverage | 2.18 |
Implied volatility | 0.49 |
ISIN | CH1268390759 |
Symbol | KOMFBZ |
Security | 126839075 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Komax Hldg N, CH0010702154 |
Underlying ISIN | CH0010702154 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.09.2023 |
Premium | 1.01% |
Premium p.a. | 3.46% |
Leverage | 2.52 |
Implied volatility | 48.53% |
Moneyness | in-the-money |
Leverage | 2.1790 |
Delta | -0.8651 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | -0.0106 |
Vega | 0.0034 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 142.75 |
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 |