Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -73.75% |
Year to date (YTD) | -40.00% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 84.74 |
Premium | 0.46% |
Premium p.a. | 23.77% |
Leverage | 7.97 |
Implied volatility | 2.05 |
ISIN | CH1281037171 |
Symbol | P91FNZ |
Security | 128103717 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.11.2023 |
Premium | 45.60% |
Premium p.a. | 2377.47% |
Leverage | 63.05 |
Implied volatility | 204.55% |
Moneyness | out-of-the-money |
Leverage | 7.9742 |
Delta | 0.1265 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 101.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.64 |
Nestlé SA | 94.14 |
Holcim | 79.04 |
ABB Ltd | 49.99 |
UBS | 27.13 |
Name | Price |
---|---|
Swiss Re | 111.40 |
Swiss Life Hldg | 649.20 |
Lonza Group | 474.50 |
SONOVA HLDG N | 269.90 |
KUEHNE & NAGEL | 254.70 |