Last price paid | 0.09 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | -43.75% |
1 month | 0.00% |
3 months | -55.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 29.85 |
Premium | 0.02% |
Premium p.a. | 0.35% |
Leverage | 18.08 |
Implied volatility | 0.28 |
ISIN | CH1281048996 |
Symbol | SRAMQZ |
Security | 128104899 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 1.63% |
Premium p.a. | 35.07% |
Leverage | 30.61 |
Implied volatility | 27.70% |
Moneyness | in-the-money |
Leverage | 18.0786 |
Delta | -0.5906 |
Gamma | 0.0235 |
Theta | -0.0018 |
Rho | -0.0008 |
Vega | 0.0023 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 27.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'169.00 |
SONOVA HLDG N | 288.20 |
ROCHE GS | 239.90 |
NOVARTIS N | 94.23 |
GEBERIT N | 551.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 256.70 |
Nestlé SA | 94.50 |
SWISSCOM N | 496.60 |
ZURICH INSURANCE | 471.40 |
ABB Ltd | 49.86 |