Last price paid | 0.10 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -63.79% |
Year to date (YTD) | -62.96% |
1 month | -16.67% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 140.76 |
Premium | 0.13% |
Premium p.a. | 0.23% |
Leverage | 7.08 |
Implied volatility | 0.28 |
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 | 13.14% |
Premium p.a. | 22.73% |
Leverage | 28.79 |
Implied volatility | 28.02% |
Moneyness | out-of-the-money |
Leverage | 7.0839 |
Delta | -0.2460 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0049 |
Vega | 0.0072 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 134.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |