Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -61.11% |
Year to date (YTD) | -50.00% |
1 month | -65.00% |
3 months | -58.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 82.94 |
Premium | 0.20% |
Premium p.a. | 0.34% |
Leverage | 6.78 |
Implied volatility | 0.33 |
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 | 19.84% |
Premium p.a. | 33.68% |
Leverage | 21.20 |
Implied volatility | 33.47% |
Moneyness | out-of-the-money |
Leverage | 6.7790 |
Delta | 0.3197 |
Gamma | 0.0002 |
Theta | -0.0001 |
Rho | 0.0011 |
Vega | 0.0020 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 91.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 510.50 |
KUEHNE & NAGEL | 261.40 |
NOVARTIS N | 93.98 |
Givaudan | 4'319.00 |
ABB Ltd | 49.70 |
Name | Price |
---|---|
LOGITECH INT. | 87.08 |
Holcim | 78.16 |
UBS | 27.84 |
Lonza Group | 493.00 |
GEBERIT N | 549.20 |