Last price paid | 0.19 | |
Change | +18.75% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -75.00% |
Year to date (YTD) | -76.83% |
1 month | -9.52% |
3 months | -24.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 147.14 |
Premium | 0.18% |
Premium p.a. | 0.32% |
Leverage | 7.88 |
Implied volatility | 0.29 |
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 | 17.74% |
Premium p.a. | 32.38% |
Leverage | 48.52 |
Implied volatility | 29.32% |
Moneyness | out-of-the-money |
Leverage | 7.8783 |
Delta | -0.1624 |
Gamma | 0.0003 |
Theta | -0.0010 |
Rho | -0.0085 |
Vega | 0.0154 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 146.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.40 |
Holcim | 82.50 |
GEBERIT N | 543.60 |
Givaudan | 4'321.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.65 |
KUEHNE & NAGEL | 259.00 |
NOVARTIS N | 93.57 |
Nestlé SA | 94.38 |
UBS | 27.59 |