Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -47.22% |
Year to date (YTD) | -43.75% |
1 month | -57.14% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 29.85 |
Premium | 0.02% |
Premium p.a. | 0.26% |
Leverage | 16.02 |
Implied volatility | 0.25 |
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 | 2.17% |
Premium p.a. | 26.40% |
Leverage | 29.11 |
Implied volatility | 24.57% |
Moneyness | in-the-money |
Leverage | 16.0158 |
Delta | -0.5503 |
Gamma | 0.0203 |
Theta | -0.0012 |
Rho | -0.0013 |
Vega | 0.0031 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 27.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.00 |
UBS | 28.02 |
Partners Group Ho... | 1'196.00 |
Holcim | 79.26 |
KUEHNE & NAGEL | 249.60 |