Last price paid | 0.22 | |
Change | +4.76% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -69.53% |
Year to date (YTD) | -64.52% |
1 month | -26.67% |
3 months | -24.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 114.60 |
Premium | 0.09% |
Premium p.a. | 0.17% |
Leverage | 16.19 |
Implied volatility | 0.14 |
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 | 9.47% |
Premium p.a. | 17.11% |
Leverage | 57.13 |
Implied volatility | 14.10% |
Moneyness | out-of-the-money |
Leverage | 16.1879 |
Delta | 0.2834 |
Gamma | 0.0029 |
Theta | -0.0011 |
Rho | 0.0164 |
Vega | 0.0280 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 121.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.40 |
ABB Ltd | 50.84 |
Swiss Re | 110.90 |
Holcim | 80.94 |
Name | Price |
---|---|
Nestlé SA | 94.42 |
Compagnie Financi... | 141.10 |
NOVARTIS N | 92.91 |
Alcon AG | 78.38 |
SWISSCOM N | 495.40 |