Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -5.56% |
Year to date (YTD) | +41.67% |
1 month | -15.00% |
3 months | -15.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 140.76 |
Premium | 0.20% |
Premium p.a. | 0.36% |
Leverage | 9.33 |
Implied volatility | 0.26 |
ISIN | CH1281050679 |
Symbol | AIRM0Z |
Security | 128105067 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 178.89 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 08.12.2023 |
Premium | 20.37% |
Premium p.a. | 35.57% |
Leverage | 35.01 |
Implied volatility | 25.57% |
Moneyness | out-of-the-money |
Leverage | 9.3316 |
Delta | 0.2665 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | 0.0041 |
Vega | 0.0074 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 184.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |