Last price paid | 0.075 | |
Change | -11.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -88.71% |
Year to date (YTD) | -83.33% |
1 month | 0.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 4'411.00 |
Premium | 0.19% |
Premium p.a. | 0.72% |
Leverage | 16.72 |
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 | 19.43% |
Premium p.a. | 71.63% |
Leverage | 337.18 |
Implied volatility | 26.10% |
Moneyness | out-of-the-money |
Leverage | 16.7162 |
Delta | -0.0496 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0042 |
Vega | 0.0126 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 3'985.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |