Last price paid | 1.27 | |
Change | -3.79% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | +60.13% |
Year to date (YTD) | +15.45% |
1 month | -4.51% |
3 months | +122.81% |
1 year | +53.01% |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 109.05 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 9.57 |
Implied volatility | 0.35 |
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 | 0.04% |
Premium p.a. | 2.13% |
Leverage | 9.69 |
Implied volatility | 35.06% |
Moneyness | in-the-money |
Leverage | 9.5722 |
Delta | 0.9877 |
Gamma | 0.0005 |
Theta | -0.0015 |
Rho | 0.0021 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 122.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.35 |
SONOVA HLDG N | 304.30 |
Sika AG | 282.10 |
Alcon AG | 84.44 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.88 |
ABB Ltd | 49.78 |
Givaudan | 4'595.00 |
Lonza Group | 539.00 |
Swiss Re | 117.40 |