Last price paid | 0.17 | |
Change | -15.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.06% |
Year to date (YTD) | -70.69% |
1 month | +142.86% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 361.10 |
Premium | 0.01% |
Premium p.a. | 0.38% |
Leverage | 36.92 |
Implied volatility | 0.19 |
ISIN | CH1268389843 |
Symbol | BUCDNZ |
Security | 126838984 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bucher Industries N, CH0002432174 |
Underlying ISIN | CH0002432174 |
Strike | 360.00 |
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 | 1.05% |
Premium p.a. | 38.18% |
Leverage | 68.29 |
Implied volatility | 19.14% |
Moneyness | in-the-money |
Leverage | 36.9247 |
Delta | -0.5407 |
Gamma | 0.0007 |
Theta | -0.0045 |
Rho | -0.0011 |
Vega | 0.0047 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 354.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Partners Group Ho... | 1'160.50 |
Swiss Life Hldg | 646.00 |
ABB Ltd | 50.94 |
Givaudan | 4'357.00 |
Name | Price |
---|---|
NOVARTIS N | 93.08 |
Nestlé SA | 94.66 |
Compagnie Financi... | 141.50 |
SONOVA HLDG N | 271.20 |
Alcon AG | 78.42 |