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 | -38.89% |
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 | 0.23% |
Premium p.a. | 0.44% |
Leverage | 10.47 |
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 | 23.01% |
Premium p.a. | 44.21% |
Leverage | 51.79 |
Implied volatility | 25.79% |
Moneyness | out-of-the-money |
Leverage | 10.4659 |
Delta | 0.2021 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | 0.0027 |
Vega | 0.0058 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 182.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.77 |
Partners Group Ho... | 1'166.50 |
GEBERIT N | 543.40 |
UBS | 27.31 |
Nestlé SA | 94.66 |
Name | Price |
---|---|
Swiss Life Hldg | 651.80 |
SONOVA HLDG N | 270.40 |
Swiss Re | 112.15 |
LOGITECH INT. | 86.66 |
Holcim | 78.88 |