Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +68.75% |
Year to date (YTD) | +73.33% |
1 month | -38.10% |
3 months | +136.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 2.08 |
Premium | 0.04% |
Premium p.a. | 0.40% |
Leverage | 1.60 |
Implied volatility | 1.24 |
ISIN | CH1281048343 |
Symbol | AMSBPZ |
Security | 128104834 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 2.00 |
C/P type | put |
Subscription ratio | 5.37 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5.3724 |
Value day | 08.12.2023 |
Premium | 3.81% |
Premium p.a. | 39.75% |
Leverage | 2.04 |
Implied volatility | 123.58% |
Moneyness | in-the-money |
Leverage | 1.5961 |
Delta | -0.7821 |
Gamma | 0.1117 |
Theta | -0.0004 |
Rho | -0.0003 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |