Last price paid | 0.31 | |
Change | -13.89% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
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 | -43.52% |
Year to date (YTD) | -3.13% |
1 month | +181.82% |
3 months | +121.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 105.98 |
Premium | 0.09% |
Premium p.a. | 0.68% |
Leverage | 6.20 |
Implied volatility | 0.54 |
ISIN | CH1281036082 |
Symbol | VOW4AZ |
Security | 128103608 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Volkswagen Vz I, DE0007664039 |
Underlying ISIN | DE0007664039 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 9.44% |
Premium p.a. | 67.60% |
Leverage | 16.00 |
Implied volatility | 54.45% |
Moneyness | out-of-the-money |
Leverage | 6.1999 |
Delta | -0.3875 |
Gamma | 0.0010 |
Theta | -0.0035 |
Rho | -0.0031 |
Vega | 0.0070 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 93.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |