Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
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 | -86.00% |
Year to date (YTD) | -80.36% |
1 month | -45.00% |
3 months | -54.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 648.45 |
Premium | 0.35% |
Premium p.a. | 0.65% |
Leverage | 6.07 |
Implied volatility | 0.44 |
ISIN | CH1281050778 |
Symbol | ASM01Z |
Security | 128105077 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 640.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 35.15% |
Premium p.a. | 65.12% |
Leverage | 88.30 |
Implied volatility | 44.31% |
Moneyness | out-of-the-money |
Leverage | 6.0718 |
Delta | -0.0688 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0034 |
Vega | 0.0090 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 629.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |