Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -86.07% |
Year to date (YTD) | -78.57% |
1 month | -35.71% |
3 months | -52.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 200.50 |
Premium | 0.24% |
Premium p.a. | 0.39% |
Leverage | 10.24 |
Implied volatility | 0.26 |
ISIN | CH1281049531 |
Symbol | SCHLNZ |
Security | 128104953 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 179.22 |
C/P type | put |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 08.12.2023 |
Premium | 23.67% |
Premium p.a. | 39.28% |
Leverage | 137.41 |
Implied volatility | 25.93% |
Moneyness | out-of-the-money |
Leverage | 10.2417 |
Delta | -0.0745 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0058 |
Vega | 0.0128 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 178.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |