Last price paid | 0.14 | |
Change | +16.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -76.61% |
Year to date (YTD) | -68.89% |
1 month | -46.15% |
3 months | -64.10% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 44.25 |
Premium | 0.21% |
Premium p.a. | 0.35% |
Leverage | 6.33 |
Implied volatility | 0.33 |
ISIN | CH1281046073 |
Symbol | BAEEBZ |
Security | 128104607 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 44.00 |
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 | 21.26% |
Premium p.a. | 34.80% |
Leverage | 37.27 |
Implied volatility | 33.40% |
Moneyness | out-of-the-money |
Leverage | 6.3278 |
Delta | -0.1698 |
Gamma | 0.0018 |
Theta | -0.0008 |
Rho | -0.0065 |
Vega | 0.0107 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 42.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |