Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 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 | -94.29% |
Year to date (YTD) | -94.51% |
1 month | n.a. |
3 months | -73.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 147.14 |
Premium | 0.28% |
Premium p.a. | 0.98% |
Leverage | 10.91 |
Implied volatility | 0.39 |
ISIN | CH1281050836 |
Symbol | SAP7NZ |
Security | 128105083 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SAP I, DE0007164600 |
Underlying ISIN | DE0007164600 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 27.81% |
Premium p.a. | 97.59% |
Leverage | 243.60 |
Implied volatility | 38.72% |
Moneyness | out-of-the-money |
Leverage | 10.9085 |
Delta | -0.0448 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | -0.0014 |
Vega | 0.0049 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 149.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |