Last price paid | 0.055 | |
Change | +10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | -69.44% |
1 month | -50.00% |
3 months | -65.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 50.60 |
Premium | 0.15% |
Premium p.a. | 0.49% |
Leverage | 12.46 |
Implied volatility | 0.27 |
ISIN | CH1281049291 |
Symbol | VONMQZ |
Security | 128104929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 46.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 14.50% |
Premium p.a. | 49.01% |
Leverage | 88.50 |
Implied volatility | 27.09% |
Moneyness | out-of-the-money |
Leverage | 12.4644 |
Delta | -0.1408 |
Gamma | 0.0029 |
Theta | -0.0008 |
Rho | -0.0024 |
Vega | 0.0064 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 45.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |