Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -95.51% |
Year to date (YTD) | -87.50% |
1 month | -42.86% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.78 |
Underlying price on issue | 187.88 |
Premium | 0.23% |
Premium p.a. | 0.78% |
Leverage | 14.40 |
Implied volatility | 0.30 |
ISIN | CH1268392383 |
Symbol | SCH8SZ |
Security | 126839238 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 179.22 |
C/P type | put |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 21.09.2023 |
Premium | 23.05% |
Premium p.a. | 77.89% |
Leverage | 332.86 |
Implied volatility | 29.51% |
Moneyness | out-of-the-money |
Leverage | 14.3993 |
Delta | -0.0433 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0016 |
Vega | 0.0058 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 179.30 |
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 |