Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -96.05% |
Year to date (YTD) | -81.82% |
1 month | n.a. |
3 months | -69.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 322.80 |
Premium | 0.36% |
Premium p.a. | 9.38% |
Leverage | 9.55 |
Implied volatility | 1.27 |
ISIN | CH1268392870 |
Symbol | VAC4YZ |
Security | 126839287 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 320.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 21.09.2023 |
Premium | 35.98% |
Premium p.a. | 938.05% |
Leverage | 331.67 |
Implied volatility | 127.09% |
Moneyness | out-of-the-money |
Leverage | 9.5476 |
Delta | -0.0288 |
Gamma | 0.0000 |
Theta | -0.0028 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 318.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |