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 | -55.56% |
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. | 0.33% |
Leverage | 6.40 |
Implied volatility | 0.35 |
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 | 19.52% |
Premium p.a. | 32.83% |
Leverage | 18.79 |
Implied volatility | 34.66% |
Moneyness | out-of-the-money |
Leverage | 6.4045 |
Delta | 0.3409 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | 0.0011 |
Vega | 0.0021 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 92.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |