Last price paid | 0.13 | |
Change | -13.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -78.57% |
Year to date (YTD) | -82.19% |
1 month | -45.83% |
3 months | -59.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 183.80 |
Premium | 0.10% |
Premium p.a. | 0.41% |
Leverage | 14.09 |
Implied volatility | 0.24 |
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 | 10.41% |
Premium p.a. | 40.85% |
Leverage | 73.30 |
Implied volatility | 24.07% |
Moneyness | out-of-the-money |
Leverage | 14.0872 |
Delta | -0.1922 |
Gamma | 0.0006 |
Theta | -0.0017 |
Rho | -0.0052 |
Vega | 0.0136 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 177.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |