Last price paid | 0.01 | |
Change | -60.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 150'000.00 Unit | |
Date/time | 08.03.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -81.25% |
Year to date (YTD) | -87.50% |
1 month | -81.82% |
3 months | -85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 3.71 |
Premium | 2.23% |
Premium p.a. | 6.84% |
Leverage | 2.52 |
Implied volatility | 1.75 |
ISIN | CH1281034913 |
Symbol | AMSR2Z |
Security | 128103491 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 2.42 |
C/P type | call |
Subscription ratio | 5.37 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5.372416 |
Value day | 19.10.2023 |
Premium | 223.03% |
Premium p.a. | 684.08% |
Leverage | 9.60 |
Implied volatility | 175.25% |
Moneyness | out-of-the-money |
Leverage | 2.5249 |
Delta | 0.2631 |
Gamma | 0.0227 |
Theta | -0.0002 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 4.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |