Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +20.83% |
Year to date (YTD) | n.a. |
1 month | +27.27% |
3 months | +27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 135.98 |
Premium | 0.10% |
Premium p.a. | 0.17% |
Leverage | 1.69 |
Implied volatility | 0.63 |
ISIN | CH1281050752 |
Symbol | RDCGCZ |
Security | 128105075 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 08.12.2023 |
Premium | 10.03% |
Premium p.a. | 16.65% |
Leverage | 3.10 |
Implied volatility | 63.03% |
Moneyness | in-the-money |
Leverage | 1.6944 |
Delta | -0.5474 |
Gamma | 0.0000 |
Theta | -0.0002 |
Rho | -0.0024 |
Vega | 0.0014 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 103.01 |
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 |