Last price paid | 0.67 | |
Change | +1.52% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +64.63% |
Year to date (YTD) | +52.27% |
1 month | +15.52% |
3 months | -23.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 211.25 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 3.87 |
Implied volatility | 0.32 |
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 | 1.63% |
Premium p.a. | 4.43% |
Leverage | 5.01 |
Implied volatility | 31.69% |
Moneyness | in-the-money |
Leverage | 3.8747 |
Delta | -0.7738 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | -0.0121 |
Vega | 0.0062 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 166.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |