Last price paid | 0.08 | |
Change | +23.08% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | 0.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | +14.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 82.94 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 4.03 |
Implied volatility | 0.36 |
ISIN | CH1281050554 |
Symbol | P91KJZ |
Security | 128105055 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 76.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 11.85% |
Premium p.a. | 18.97% |
Leverage | 9.53 |
Implied volatility | 35.56% |
Moneyness | out-of-the-money |
Leverage | 4.0281 |
Delta | -0.4228 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | -0.0022 |
Vega | 0.0023 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 67.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
UBS | 28.02 |
ABB Ltd | 48.70 |
Swiss Life Hldg | 622.40 |
Compagnie Financi... | 141.75 |
Name | Price |
---|---|
Nestlé SA | 94.06 |
Partners Group Ho... | 1'254.50 |
SWISSCOM N | 495.60 |
Lonza Group | 510.40 |
NOVARTIS N | 93.19 |