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 | +106.52% |
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 | 2.86 |
Implied volatility | 0.35 |
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 | 1.35% |
Premium p.a. | 2.24% |
Leverage | 4.01 |
Implied volatility | 34.61% |
Moneyness | in-the-money |
Leverage | 2.8649 |
Delta | -0.7151 |
Gamma | 0.0011 |
Theta | -0.0002 |
Rho | -0.0111 |
Vega | 0.0050 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 47.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |