Last price paid | 0.07 | |
Change | -12.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -75.93% |
Year to date (YTD) | -66.67% |
1 month | -41.67% |
3 months | -53.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 395.20 |
Premium | 0.36% |
Premium p.a. | 0.59% |
Leverage | 5.59 |
Implied volatility | 0.44 |
ISIN | CH1281049127 |
Symbol | VACJHZ |
Security | 128104912 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 320.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 36.38% |
Premium p.a. | 58.50% |
Leverage | 75.82 |
Implied volatility | 43.93% |
Moneyness | out-of-the-money |
Leverage | 5.5937 |
Delta | -0.0738 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0027 |
Vega | 0.0054 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 313.50 |
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 |