Last price paid | 0.22 | |
Change | -8.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -17.31% |
Year to date (YTD) | -15.38% |
1 month | -15.38% |
3 months | -4.35% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 24.24 |
Premium | 0.10% |
Premium p.a. | 0.17% |
Leverage | 2.50 |
Implied volatility | 0.50 |
ISIN | CH1281051115 |
Symbol | UBIJ3Z |
Security | 128105111 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 9.93% |
Premium p.a. | 16.77% |
Leverage | 5.02 |
Implied volatility | 50.18% |
Moneyness | in-the-money |
Leverage | 2.5003 |
Delta | -0.4980 |
Gamma | 0.0024 |
Theta | -0.0003 |
Rho | -0.0045 |
Vega | 0.0033 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 19.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.25 |
Givaudan | 4'239.00 |
ZURICH INSURANCE | 469.10 |
ABB Ltd | 49.63 |
Nestlé SA | 91.64 |
Name | Price |
---|---|
Lonza Group | 485.60 |
UBS | 27.98 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.25 |
GEBERIT N | 555.20 |