Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -91.18% |
Year to date (YTD) | -66.67% |
1 month | -62.50% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 217.15 |
Premium | 0.31% |
Premium p.a. | 1.05% |
Leverage | 9.46 |
Implied volatility | 0.43 |
ISIN | CH1268391864 |
Symbol | SOOMVZ |
Security | 126839186 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
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 | 20.09.2023 |
Premium | 31.10% |
Premium p.a. | 105.11% |
Leverage | 192.07 |
Implied volatility | 42.58% |
Moneyness | out-of-the-money |
Leverage | 9.4573 |
Delta | -0.0492 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0009 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 198.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |