Last price paid | 0.20 | |
Change | -9.09% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -65.09% |
Year to date (YTD) | -48.72% |
1 month | -42.86% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 255.60 |
Premium | 0.17% |
Premium p.a. | 0.30% |
Leverage | 6.93 |
Implied volatility | 0.30 |
ISIN | CH1281046792 |
Symbol | SOOVPZ |
Security | 128104679 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 250.00 |
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 | 17.15% |
Premium p.a. | 30.10% |
Leverage | 31.42 |
Implied volatility | 29.58% |
Moneyness | out-of-the-money |
Leverage | 6.9343 |
Delta | -0.2207 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | -0.0081 |
Vega | 0.0129 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 240.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'194.00 |
Holcim | 81.78 |
GEBERIT N | 558.20 |
Swiss Life Hldg | 638.20 |
Name | Price |
---|---|
Lonza Group | 490.10 |
SWISSCOM N | 494.60 |
SONOVA HLDG N | 288.20 |
Givaudan | 4'359.00 |
Nestlé SA | 95.00 |