Last price paid | 0.20 | |
Change | -13.04% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -74.00% |
Year to date (YTD) | -64.29% |
1 month | +25.00% |
3 months | +81.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 648.45 |
Premium | 0.18% |
Premium p.a. | 0.70% |
Leverage | 7.00 |
Implied volatility | 0.45 |
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 | 18.23% |
Premium p.a. | 70.04% |
Leverage | 36.50 |
Implied volatility | 45.30% |
Moneyness | out-of-the-money |
Leverage | 7.0028 |
Delta | -0.1918 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | -0.0036 |
Vega | 0.0099 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 619.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |