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 | 0.11% |
Premium p.a. | 1.31% |
Leverage | 22.31 |
Implied volatility | 0.32 |
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 | 10.74% |
Premium p.a. | 130.72% |
Leverage | 211.75 |
Implied volatility | 31.61% |
Moneyness | out-of-the-money |
Leverage | 22.3120 |
Delta | -0.1054 |
Gamma | 0.0015 |
Theta | -0.0014 |
Rho | -0.0005 |
Vega | 0.0028 |
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 |
---|---|
Swiss Re | 112.45 |
Givaudan | 4'225.00 |
ZURICH INSURANCE | 468.10 |
SONOVA HLDG N | 287.90 |
LOGITECH INT. | 86.78 |
Name | Price |
---|---|
Lonza Group | 486.00 |
UBS | 27.98 |
Compagnie Financi... | 142.20 |
Alcon AG | 80.10 |
KUEHNE & NAGEL | 249.40 |