Last price paid | 0.075 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -74.14% |
Year to date (YTD) | -60.53% |
1 month | -64.29% |
3 months | -60.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 50.60 |
Premium | 0.21% |
Premium p.a. | 0.34% |
Leverage | 8.80 |
Implied volatility | 0.27 |
ISIN | CH1281049325 |
Symbol | VONZ4Z |
Security | 128104932 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 44.00 |
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 | 20.64% |
Premium p.a. | 33.79% |
Leverage | 72.67 |
Implied volatility | 26.88% |
Moneyness | out-of-the-money |
Leverage | 8.7996 |
Delta | -0.1211 |
Gamma | 0.0018 |
Theta | -0.0005 |
Rho | -0.0045 |
Vega | 0.0086 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 43.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |