Last price paid | 0.06 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -91.13% |
Year to date (YTD) | -86.67% |
1 month | -36.84% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 4'411.00 |
Premium | 0.21% |
Premium p.a. | 0.69% |
Leverage | 16.88 |
Implied volatility | 0.25 |
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 | 21.25% |
Premium p.a. | 69.26% |
Leverage | 446.09 |
Implied volatility | 25.34% |
Moneyness | out-of-the-money |
Leverage | 16.8757 |
Delta | -0.0378 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0038 |
Vega | 0.0112 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 3'988.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 240.50 |
Compagnie Financi... | 150.00 |
Lonza Group | 507.00 |
LOGITECH INT. | 90.70 |
SONOVA HLDG N | 289.10 |
Name | Price |
---|---|
ABB Ltd | 49.89 |
Swiss Life Hldg | 634.20 |
Partners Group Ho... | 1'174.00 |
GEBERIT N | 551.40 |
Givaudan | 4'298.00 |