Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.38% |
Year to date (YTD) | -93.62% |
1 month | -64.71% |
3 months | -68.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 79.83 |
Premium | 0.09% |
Premium p.a. | 1.90% |
Leverage | 24.39 |
Implied volatility | 0.37 |
ISIN | CH1268392821 |
Symbol | SGSZAZ |
Security | 126839282 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 76.00 |
C/P type | put |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 21.09.2023 |
Premium | 9.37% |
Premium p.a. | 190.09% |
Leverage | 208.55 |
Implied volatility | 36.67% |
Moneyness | out-of-the-money |
Leverage | 24.3920 |
Delta | -0.1170 |
Gamma | 0.0018 |
Theta | -0.0023 |
Rho | -0.0003 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 75.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'367.00 |
Holcim | 80.18 |
Lonza Group | 501.00 |
SWISSCOM N | 501.50 |
GEBERIT N | 548.00 |
Name | Price |
---|---|
Nestlé SA | 96.44 |
UBS | 27.99 |
Swiss Re | 112.00 |
Compagnie Financi... | 148.15 |
Swiss Life Hldg | 629.60 |