Last price paid | 0.28 | |
Change | -3.45% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -70.43% |
Year to date (YTD) | -36.96% |
1 month | -6.45% |
3 months | -38.30% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.93 |
Underlying price on issue | 109.50 |
Premium | 0.06% |
Premium p.a. | 0.16% |
Leverage | 13.70 |
Implied volatility | 0.17 |
ISIN | CH1268392441 |
Symbol | PSPYRZ |
Security | 126839244 |
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 | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.09.2023 |
Premium | 5.84% |
Premium p.a. | 16.02% |
Leverage | 41.42 |
Implied volatility | 17.36% |
Moneyness | out-of-the-money |
Leverage | 13.7035 |
Delta | -0.3309 |
Gamma | 0.0030 |
Theta | -0.0015 |
Rho | -0.0147 |
Vega | 0.0249 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 107.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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GEBERIT N | 561.40 |