Last price paid | 0.10 | |
Change | -9.09% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -84.67% |
Year to date (YTD) | -82.14% |
1 month | -44.44% |
3 months | -52.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 648.45 |
Premium | 0.34% |
Premium p.a. | 0.65% |
Leverage | 6.05 |
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 | 33.72% |
Premium p.a. | 65.47% |
Leverage | 78.83 |
Implied volatility | 44.67% |
Moneyness | out-of-the-money |
Leverage | 6.0472 |
Delta | -0.0767 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0035 |
Vega | 0.0094 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 627.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.00 |
KUEHNE & NAGEL | 259.10 |
SONOVA HLDG N | 272.60 |
Lonza Group | 484.30 |
Givaudan | 4'346.00 |
Name | Price |
---|---|
ROCHE GS | 248.90 |
Compagnie Financi... | 141.90 |
Swiss Re | 111.05 |
Nestlé SA | 92.84 |
SWISSCOM N | 499.80 |