Last price paid | 0.44 | |
Change | -4.35% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -17.92% |
Year to date (YTD) | -18.52% |
1 month | -16.98% |
3 months | -46.34% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 153.20 |
Premium | 0.10% |
Premium p.a. | 0.17% |
Leverage | 6.25 |
Implied volatility | 0.28 |
ISIN | CH1281035233 |
Symbol | BKWLZZ |
Security | 128103523 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 9.51% |
Premium p.a. | 17.44% |
Leverage | 16.68 |
Implied volatility | 27.73% |
Moneyness | out-of-the-money |
Leverage | 6.2541 |
Delta | -0.3750 |
Gamma | 0.0006 |
Theta | -0.0013 |
Rho | -0.0172 |
Vega | 0.0203 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 131.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |