Last price paid | 0.12 | |
Change | +20.00% [ +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 | -63.79% |
Year to date (YTD) | -55.56% |
1 month | -7.69% |
3 months | -20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 140.76 |
Premium | 0.12% |
Premium p.a. | 0.22% |
Leverage | 6.52 |
Implied volatility | 0.29 |
ISIN | CH1281050703 |
Symbol | AIRB7Z |
Security | 128105070 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 139.13 |
C/P type | put |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 08.12.2023 |
Premium | 12.37% |
Premium p.a. | 21.50% |
Leverage | 23.61 |
Implied volatility | 29.14% |
Moneyness | out-of-the-money |
Leverage | 6.5207 |
Delta | -0.2762 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0054 |
Vega | 0.0075 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 133.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |