Last price paid | 0.25 | |
Change | +4.17% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -59.52% |
Year to date (YTD) | -65.75% |
1 month | -40.48% |
3 months | -47.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 183.80 |
Premium | 0.07% |
Premium p.a. | 0.22% |
Leverage | 11.54 |
Implied volatility | 0.21 |
ISIN | CH1281050141 |
Symbol | FHZOIZ |
Security | 128105014 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 178.76 |
C/P type | put |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 08.12.2023 |
Premium | 7.46% |
Premium p.a. | 21.61% |
Leverage | 37.06 |
Implied volatility | 21.42% |
Moneyness | out-of-the-money |
Leverage | 11.5439 |
Delta | -0.3115 |
Gamma | 0.0007 |
Theta | -0.0015 |
Rho | -0.0110 |
Vega | 0.0196 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 174.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 245.30 |
Compagnie Financi... | 143.05 |
Partners Group Ho... | 1'224.50 |
Lonza Group | 513.80 |
Holcim | 79.52 |
Name | Price |
---|---|
NOVARTIS N | 91.49 |
LOGITECH INT. | 86.92 |
Alcon AG | 82.02 |
ZURICH INSURANCE | 467.70 |
SONOVA HLDG N | 295.70 |