Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
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 | -55.56% |
Year to date (YTD) | -28.57% |
1 month | -54.55% |
3 months | -23.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 82.94 |
Premium | 0.20% |
Premium p.a. | 0.32% |
Leverage | 6.38 |
Implied volatility | 0.34 |
ISIN | CH1281050547 |
Symbol | P91QDZ |
Security | 128105054 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 88.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 20.15% |
Premium p.a. | 32.26% |
Leverage | 18.98 |
Implied volatility | 34.13% |
Moneyness | out-of-the-money |
Leverage | 6.3825 |
Delta | 0.3363 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | 0.0012 |
Vega | 0.0022 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 92.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.80 |
LOGITECH INT. | 87.40 |
Swiss Re | 112.00 |
UBS | 27.90 |
Givaudan | 4'215.00 |
Name | Price |
---|---|
Partners Group Ho... | 1'247.50 |
Nestlé SA | 94.04 |
KUEHNE & NAGEL | 243.80 |
SWISSCOM N | 495.60 |
Holcim | 78.80 |