Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | -87.90% |
Year to date (YTD) | -81.11% |
1 month | +13.33% |
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. | 0.70% |
Leverage | 16.57 |
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 | 19.08% |
Premium p.a. | 70.34% |
Leverage | 313.54 |
Implied volatility | 26.06% |
Moneyness | out-of-the-money |
Leverage | 16.5673 |
Delta | -0.0528 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0044 |
Vega | 0.0132 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 3'984.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 260.10 |
GEBERIT N | 543.40 |
Holcim | 82.36 |
SONOVA HLDG N | 271.70 |
Name | Price |
---|---|
KUEHNE & NAGEL | 256.20 |
Compagnie Financi... | 139.25 |
Nestlé SA | 93.94 |
NOVARTIS N | 93.44 |
ROCHE GS | 249.10 |