Last price paid | 0.28 | |
Change | -3.45% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -57.03% |
Year to date (YTD) | -54.84% |
1 month | +7.69% |
3 months | -24.32% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 114.60 |
Premium | 0.07% |
Premium p.a. | 0.13% |
Leverage | 15.63 |
Implied volatility | 0.13 |
ISIN | CH1281049382 |
Symbol | PSPFIZ |
Security | 128104938 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 6.93% |
Premium p.a. | 13.03% |
Leverage | 41.75 |
Implied volatility | 13.38% |
Moneyness | out-of-the-money |
Leverage | 15.6343 |
Delta | 0.3745 |
Gamma | 0.0034 |
Theta | -0.0013 |
Rho | 0.0214 |
Vega | 0.0317 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 122.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |