Last price paid | 0.27 | |
Change | -3.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -62.99% |
Year to date (YTD) | -57.14% |
1 month | -20.59% |
3 months | -28.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.77 |
Underlying price on issue | 162.45 |
Premium | 0.13% |
Premium p.a. | 0.21% |
Leverage | 7.44 |
Implied volatility | 0.26 |
ISIN | CH1281050893 |
Symbol | SIE6TZ |
Security | 128105089 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 160.00 |
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 | 12.65% |
Premium p.a. | 20.80% |
Leverage | 30.66 |
Implied volatility | 26.24% |
Moneyness | out-of-the-money |
Leverage | 7.4410 |
Delta | -0.2427 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | -0.0146 |
Vega | 0.0213 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 154.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
Givaudan | 4'236.00 |
ROCHE GS | 229.20 |
ZURICH INSURANCE | 469.40 |
Nestlé SA | 91.74 |
Name | Price |
---|---|
Lonza Group | 486.60 |
UBS | 27.99 |
Compagnie Financi... | 142.55 |
GEBERIT N | 556.40 |
Partners Group Ho... | 1'197.50 |