Last price paid | 0.055 | |
Change | -8.33% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -44.44% |
Year to date (YTD) | -8.33% |
1 month | -50.00% |
3 months | -60.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 140.76 |
Premium | 0.27% |
Premium p.a. | 0.49% |
Leverage | 9.95 |
Implied volatility | 0.27 |
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 | 26.98% |
Premium p.a. | 49.24% |
Leverage | 54.82 |
Implied volatility | 27.35% |
Moneyness | out-of-the-money |
Leverage | 9.9532 |
Delta | 0.1816 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | 0.0025 |
Vega | 0.0053 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 182.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |