Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -63.51% |
Year to date (YTD) | -65.00% |
1 month | -39.13% |
3 months | -41.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 183.80 |
Premium | 0.18% |
Premium p.a. | 0.30% |
Leverage | 9.59 |
Implied volatility | 0.24 |
ISIN | CH1281050174 |
Symbol | FHZXZZ |
Security | 128105017 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 158.90 |
C/P type | put |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 08.12.2023 |
Premium | 18.03% |
Premium p.a. | 29.91% |
Leverage | 71.07 |
Implied volatility | 24.43% |
Moneyness | out-of-the-money |
Leverage | 9.5889 |
Delta | -0.1349 |
Gamma | 0.0003 |
Theta | -0.0008 |
Rho | -0.0086 |
Vega | 0.0161 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 157.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |