Last price paid | 0.12 | |
Change | +9.09% [ +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 | +38.89% |
Year to date (YTD) | +100.00% |
1 month | -20.00% |
3 months | +84.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 140.76 |
Premium | 0.15% |
Premium p.a. | 0.25% |
Leverage | 8.99 |
Implied volatility | 0.23 |
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 | 15.45% |
Premium p.a. | 25.40% |
Leverage | 25.58 |
Implied volatility | 23.31% |
Moneyness | out-of-the-money |
Leverage | 8.9903 |
Delta | 0.3515 |
Gamma | 0.0003 |
Theta | -0.0006 |
Rho | 0.0061 |
Vega | 0.0092 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 186.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.04 |
LOGITECH INT. | 87.38 |
UBS | 27.93 |
Givaudan | 4'222.00 |
Swiss Re | 111.75 |
Name | Price |
---|---|
Nestlé SA | 93.76 |
KUEHNE & NAGEL | 243.40 |
SWISSCOM N | 494.40 |
Partners Group Ho... | 1'258.00 |
NOVARTIS N | 93.09 |