Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 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 | -81.58% |
Year to date (YTD) | -80.56% |
1 month | -12.50% |
3 months | -53.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 65.71 |
Premium | 0.17% |
Premium p.a. | 0.35% |
Leverage | 9.00 |
Implied volatility | 0.28 |
ISIN | CH1281045836 |
Symbol | ALC8HZ |
Security | 128104583 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 01.12.2023 |
Premium | 17.35% |
Premium p.a. | 34.79% |
Leverage | 57.56 |
Implied volatility | 27.50% |
Moneyness | out-of-the-money |
Leverage | 8.9976 |
Delta | -0.1563 |
Gamma | 0.0008 |
Theta | -0.0005 |
Rho | -0.0035 |
Vega | 0.0068 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 66.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.10 |
SWISSCOM N | 515.00 |
Lonza Group | 505.20 |
Givaudan | 4'320.00 |
Partners Group Ho... | 1'207.00 |
Name | Price |
---|---|
UBS | 27.01 |
Compagnie Financi... | 137.35 |
Holcim | 81.32 |
ABB Ltd | 49.94 |
SONOVA HLDG N | 272.90 |