Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.23% |
Year to date (YTD) | -92.86% |
1 month | -75.00% |
3 months | -90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 237.88 |
Premium | 0.11% |
Premium p.a. | 5.58% |
Leverage | 30.36 |
Implied volatility | 0.54 |
ISIN | CH1281035670 |
Symbol | ROG7QZ |
Security | 128103567 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 225.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.10.2023 |
Premium | 10.71% |
Premium p.a. | 558.45% |
Leverage | 478.86 |
Implied volatility | 53.74% |
Moneyness | out-of-the-money |
Leverage | 30.3591 |
Delta | -0.0634 |
Gamma | 0.0001 |
Theta | -0.0031 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 224.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 77.40 |
Sika AG | 270.80 |
Partners Group Ho... | 1'223.50 |
KUEHNE & NAGEL | 263.20 |
Alcon AG | 82.40 |
Name | Price |
---|---|
SWISSCOM N | 534.00 |
Swiss Re | 116.20 |
UBS | 26.07 |
ZURICH INSURANCE | 492.60 |
Lonza Group | 554.80 |