Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -80.68% |
Year to date (YTD) | -90.24% |
1 month | -33.33% |
3 months | -84.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 146.40 |
Premium | 0.12% |
Premium p.a. | 0.46% |
Leverage | 14.55 |
Implied volatility | 0.25 |
ISIN | CH1268389595 |
Symbol | BALINZ |
Security | 126838959 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 140.00 |
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 | 11.80% |
Premium p.a. | 46.31% |
Leverage | 92.24 |
Implied volatility | 24.58% |
Moneyness | out-of-the-money |
Leverage | 14.5499 |
Delta | -0.1577 |
Gamma | 0.0006 |
Theta | -0.0012 |
Rho | -0.0034 |
Vega | 0.0095 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 138.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |