Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.09.2024 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 | -96.77% |
Year to date (YTD) | -92.39% |
1 month | -53.33% |
3 months | -86.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.93 |
Underlying price on issue | 109.50 |
Premium | 0.11% |
Premium p.a. | 5.49% |
Leverage | 29.12 |
Implied volatility | 0.55 |
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 | 10.52% |
Premium p.a. | 548.65% |
Leverage | 408.67 |
Implied volatility | 54.76% |
Moneyness | out-of-the-money |
Leverage | 29.1233 |
Delta | -0.0713 |
Gamma | 0.0015 |
Theta | -0.0086 |
Rho | -0.0002 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 109.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.10 |
SONOVA HLDG N | 303.60 |
Alcon AG | 84.60 |
Sika AG | 281.50 |
ROCHE GS | 272.70 |
Name | Price |
---|---|
Holcim | 83.46 |
ABB Ltd | 49.45 |
ZURICH INSURANCE | 514.00 |
Lonza Group | 539.60 |
SWISSCOM N | 553.50 |