Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 08.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.87% |
Year to date (YTD) | -90.00% |
1 month | -58.33% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 44.25 |
Premium | 0.19% |
Premium p.a. | 3.22% |
Leverage | 16.00 |
Implied volatility | 0.57 |
ISIN | CH1281045950 |
Symbol | BAE5QZ |
Security | 128104595 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 42.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 18.55% |
Premium p.a. | 322.42% |
Leverage | 256.60 |
Implied volatility | 57.14% |
Moneyness | out-of-the-money |
Leverage | 16.0011 |
Delta | -0.0624 |
Gamma | 0.0017 |
Theta | -0.0020 |
Rho | -0.0002 |
Vega | 0.0015 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 41.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |