Last price paid | 0.11 | |
Change | +57.14% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -81.45% |
Year to date (YTD) | -75.56% |
1 month | +37.50% |
3 months | -35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 4'411.00 |
Premium | 0.18% |
Premium p.a. | 0.62% |
Leverage | 14.94 |
Implied volatility | 0.26 |
ISIN | CH1281047006 |
Symbol | SX5EXZ |
Security | 128104700 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'000.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.12.2023 |
Premium | 17.88% |
Premium p.a. | 62.14% |
Leverage | 200.59 |
Implied volatility | 26.31% |
Moneyness | out-of-the-money |
Leverage | 14.9383 |
Delta | -0.0745 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | -0.0064 |
Vega | 0.0174 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 3'975.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |