Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.04.2024 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) | -76.47% |
1 month | -33.33% |
3 months | -76.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 2.08 |
Premium | 2.14% |
Premium p.a. | 5.14% |
Leverage | 2.88 |
Implied volatility | 1.37 |
ISIN | CH1281048285 |
Symbol | AMSGVZ |
Security | 128104828 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 3.20 |
C/P type | call |
Subscription ratio | 5.37 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5.3724 |
Value day | 08.12.2023 |
Premium | 213.85% |
Premium p.a. | 513.52% |
Leverage | 13.91 |
Implied volatility | 137.28% |
Moneyness | out-of-the-money |
Leverage | 2.8844 |
Delta | 0.2073 |
Gamma | 0.0619 |
Theta | -0.0002 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 3.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |