Last price paid | 0.005 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 20.09.2024 12:00 |
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 | -98.39% |
Year to date (YTD) | -98.89% |
1 month | -80.00% |
3 months | -93.33% |
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. | 9.62% |
Leverage | 29.87 |
Implied volatility | 0.67 |
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 | 18.45% |
Premium p.a. | 962.05% |
Leverage | 2'320.96 |
Implied volatility | 67.31% |
Moneyness | out-of-the-money |
Leverage | 29.8713 |
Delta | -0.0129 |
Gamma | 0.0000 |
Theta | -0.0051 |
Rho | -0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 3'997.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |