Last price paid | 0.025 | |
Change | -28.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -91.07% |
Year to date (YTD) | -84.38% |
1 month | -68.75% |
3 months | -82.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 50.60 |
Premium | 0.12% |
Premium p.a. | 1.43% |
Leverage | 21.16 |
Implied volatility | 0.34 |
ISIN | CH1281048780 |
Symbol | VOND3Z |
Security | 128104878 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 48.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 11.74% |
Premium p.a. | 142.81% |
Leverage | 216.40 |
Implied volatility | 33.76% |
Moneyness | out-of-the-money |
Leverage | 21.1611 |
Delta | -0.0978 |
Gamma | 0.0033 |
Theta | -0.0015 |
Rho | -0.0005 |
Vega | 0.0027 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 47.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'233.00 |
ROCHE GS | 229.40 |
ABB Ltd | 49.71 |
ZURICH INSURANCE | 469.60 |
Name | Price |
---|---|
Lonza Group | 484.90 |
UBS | 28.03 |
Partners Group Ho... | 1'195.00 |
GEBERIT N | 556.60 |
Holcim | 79.22 |