Last price paid | 0.17 | |
Change | -10.53% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -60.71% |
Year to date (YTD) | -79.27% |
1 month | -10.53% |
3 months | -37.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 147.14 |
Premium | 0.20% |
Premium p.a. | 0.36% |
Leverage | 5.92 |
Implied volatility | 0.36 |
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 | 19.73% |
Premium p.a. | 36.19% |
Leverage | 31.21 |
Implied volatility | 36.42% |
Moneyness | out-of-the-money |
Leverage | 5.9210 |
Delta | -0.1897 |
Gamma | 0.0003 |
Theta | -0.0014 |
Rho | -0.0104 |
Vega | 0.0172 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 144.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |