Last price paid | 0.27 | |
Change | +12.50% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -65.00% |
Year to date (YTD) | -67.07% |
1 month | 0.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 147.14 |
Premium | 0.14% |
Premium p.a. | 0.24% |
Leverage | 7.40 |
Implied volatility | 0.27 |
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 | 14.11% |
Premium p.a. | 23.73% |
Leverage | 33.58 |
Implied volatility | 27.43% |
Moneyness | out-of-the-money |
Leverage | 7.4041 |
Delta | -0.2205 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | -0.0122 |
Vega | 0.0188 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 144.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.12 |
ABB Ltd | 49.55 |
KUEHNE & NAGEL | 256.20 |
SWISSCOM N | 499.40 |
ROCHE GS | 231.40 |
Name | Price |
---|---|
LOGITECH INT. | 87.44 |
Swiss Re | 113.10 |
Givaudan | 4'197.00 |
Sika AG | 270.50 |
Alcon AG | 79.66 |