Last price paid | 0.48 | |
Change | -4.00% [ -0.02 ] | |
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 | +97.83% |
Year to date (YTD) | +166.67% |
1 month | +4.35% |
3 months | +140.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 65.69 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 3.03 |
Implied volatility | 0.33 |
ISIN | CH1281051107 |
Symbol | BOS6GZ |
Security | 128105110 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.12.2023 |
Premium | 1.10% |
Premium p.a. | 1.85% |
Leverage | 4.20 |
Implied volatility | 32.96% |
Moneyness | in-the-money |
Leverage | 3.0330 |
Delta | -0.7219 |
Gamma | 0.0011 |
Theta | -0.0002 |
Rho | -0.0109 |
Vega | 0.0049 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 48.36 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.78 |
GEBERIT N | 555.40 |
SWISSCOM N | 502.00 |
ABB Ltd | 49.77 |
Nestlé SA | 96.06 |
Name | Price |
---|---|
Givaudan | 4'187.00 |
Swiss Re | 113.70 |
Partners Group Ho... | 1'197.50 |
NOVARTIS N | 92.80 |
Sika AG | 272.20 |