Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -85.53% |
Year to date (YTD) | -81.48% |
1 month | -54.55% |
3 months | -72.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 44.25 |
Premium | 0.27% |
Premium p.a. | 0.81% |
Leverage | 8.20 |
Implied volatility | 0.42 |
ISIN | CH1281045984 |
Symbol | BAEJZZ |
Security | 128104598 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 40.00 |
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 | 26.92% |
Premium p.a. | 81.20% |
Leverage | 98.15 |
Implied volatility | 41.95% |
Moneyness | out-of-the-money |
Leverage | 8.1950 |
Delta | -0.0835 |
Gamma | 0.0012 |
Theta | -0.0008 |
Rho | -0.0017 |
Vega | 0.0048 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 39.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.00 |
UBS | 28.01 |
Partners Group Ho... | 1'196.00 |
LOGITECH INT. | 86.36 |
Holcim | 79.30 |