Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 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 | -62.12% |
Year to date (YTD) | -51.72% |
1 month | +40.00% |
3 months | -26.32% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 61.83 |
Premium | 0.10% |
Premium p.a. | 0.21% |
Leverage | 7.51 |
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 | 10.08% |
Premium p.a. | 20.90% |
Leverage | 24.79 |
Implied volatility | 27.18% |
Moneyness | out-of-the-money |
Leverage | 7.5075 |
Delta | -0.3028 |
Gamma | 0.0015 |
Theta | -0.0005 |
Rho | -0.0051 |
Vega | 0.0075 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 57.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 672.20 |
Swiss Re | 109.45 |
Holcim | 81.58 |
Givaudan | 4'303.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Partners Group Ho... | 1'205.00 |
Compagnie Financi... | 139.10 |
LOGITECH INT. | 84.36 |
SONOVA HLDG N | 275.40 |