Last price paid | 0.62 | |
Change | +5.08% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -20.89% |
Year to date (YTD) | -43.64% |
1 month | -20.51% |
3 months | +1.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 109.05 |
Premium | 0.03% |
Premium p.a. | 0.08% |
Leverage | 12.03 |
Implied volatility | 0.16 |
ISIN | CH1268391153 |
Symbol | PSPQWZ |
Security | 126839115 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 110.00 |
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 | 2.60% |
Premium p.a. | 7.99% |
Leverage | 18.13 |
Implied volatility | 15.95% |
Moneyness | in-the-money |
Leverage | 12.0333 |
Delta | 0.6638 |
Gamma | 0.0035 |
Theta | -0.0019 |
Rho | 0.0225 |
Vega | 0.0236 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 116.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |