Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.07.2024 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 | -75.00% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 3.54 |
Premium | 0.44% |
Premium p.a. | 0.96% |
Leverage | 5.06 |
Implied volatility | 0.59 |
ISIN | CH1281049309 |
Symbol | OERQAZ |
Security | 128104930 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 2.80 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 08.12.2023 |
Premium | 44.38% |
Premium p.a. | 96.41% |
Leverage | 98.88 |
Implied volatility | 59.13% |
Moneyness | out-of-the-money |
Leverage | 5.0631 |
Delta | -0.0512 |
Gamma | 0.0106 |
Theta | -0.0001 |
Rho | -0.0003 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
NOVARTIS N | 96.33 |
LOGITECH INT. | 80.76 |
Givaudan | 4'296.00 |
SONOVA HLDG N | 266.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 473.90 |
Alcon AG | 80.32 |
SWISSCOM N | 534.00 |
ROCHE GS | 280.10 |