Last price paid | 0.19 | |
Change | -9.52% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | -32.76% |
Year to date (YTD) | -29.63% |
1 month | +18.75% |
3 months | +58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 140.76 |
Premium | 0.03% |
Premium p.a. | 0.12% |
Leverage | 7.43 |
Implied volatility | 0.27 |
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 | 3.20% |
Premium p.a. | 12.05% |
Leverage | 13.05 |
Implied volatility | 27.37% |
Moneyness | in-the-money |
Leverage | 7.4336 |
Delta | -0.5697 |
Gamma | 0.0004 |
Theta | -0.0006 |
Rho | -0.0044 |
Vega | 0.0052 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 129.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.62 |
Compagnie Financi... | 121.00 |
Givaudan | 4'633.00 |
Sika AG | 275.50 |
SONOVA HLDG N | 297.00 |
Name | Price |
---|---|
UBS | 25.74 |
LOGITECH INT. | 72.52 |
Partners Group Ho... | 1'233.50 |
Swiss Life Hldg | 713.60 |
Lonza Group | 535.00 |