Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -91.38% |
Year to date (YTD) | -83.33% |
1 month | -62.50% |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 98.30 |
Premium | 0.23% |
Premium p.a. | 2.84% |
Leverage | 13.08 |
Implied volatility | 0.59 |
ISIN | CH1281049671 |
Symbol | SFSVMZ |
Security | 128104967 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SFS Group N, CH0239229302 |
Underlying ISIN | CH0239229302 |
Strike | 96.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 23.35% |
Premium p.a. | 284.15% |
Leverage | 249.20 |
Implied volatility | 59.44% |
Moneyness | out-of-the-money |
Leverage | 13.0771 |
Delta | -0.0525 |
Gamma | 0.0003 |
Theta | -0.0019 |
Rho | -0.0003 |
Vega | 0.0019 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 95.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
Givaudan | 4'237.00 |
ZURICH INSURANCE | 469.40 |
Nestlé SA | 91.72 |
ROCHE GS | 228.90 |
Name | Price |
---|---|
Lonza Group | 486.70 |
UBS | 27.99 |
Compagnie Financi... | 142.55 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 556.80 |