Last price paid | 0.075 | |
Change | +7.14% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -77.78% |
Year to date (YTD) | -68.75% |
1 month | -65.91% |
3 months | -60.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 255.60 |
Premium | 0.18% |
Premium p.a. | 0.54% |
Leverage | 10.17 |
Implied volatility | 0.31 |
ISIN | CH1281046875 |
Symbol | SOO31Z |
Security | 128104687 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.12.2023 |
Premium | 18.14% |
Premium p.a. | 54.27% |
Leverage | 72.08 |
Implied volatility | 30.67% |
Moneyness | out-of-the-money |
Leverage | 10.1671 |
Delta | -0.1411 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | -0.0030 |
Vega | 0.0074 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 236.00 |
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 |