Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.07.2024 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 | -65.15% |
Year to date (YTD) | -62.07% |
1 month | -42.11% |
3 months | -38.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 61.83 |
Premium | 0.09% |
Premium p.a. | 0.22% |
Leverage | 8.14 |
Implied volatility | 0.27 |
ISIN | CH1281051008 |
Symbol | BNPCRZ |
Security | 128105100 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 60.00 |
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 | 9.26% |
Premium p.a. | 22.09% |
Leverage | 26.26 |
Implied volatility | 26.86% |
Moneyness | out-of-the-money |
Leverage | 8.1430 |
Delta | -0.3100 |
Gamma | 0.0017 |
Theta | -0.0005 |
Rho | -0.0044 |
Vega | 0.0069 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 57.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 587.40 |
Givaudan | 4'307.00 |
ABB Ltd | 48.78 |
Partners Group Ho... | 1'184.50 |
SONOVA HLDG N | 269.30 |
Name | Price |
---|---|
Sika AG | 266.80 |
Swiss Re | 108.45 |
ZURICH INSURANCE | 483.20 |
Compagnie Financi... | 134.00 |
UBS | 26.66 |