Last price paid | 0.10 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -25.00% |
Year to date (YTD) | -9.09% |
1 month | -16.67% |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 110.20 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 3.81 |
Implied volatility | 0.39 |
ISIN | CH1281051263 |
Symbol | WCH7OZ |
Security | 128105126 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Wacker Chemie I, DE000WCH8881 |
Underlying ISIN | DE000WCH8881 |
Strike | 100.00 |
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 | 10.64% |
Premium p.a. | 18.24% |
Leverage | 9.21 |
Implied volatility | 39.38% |
Moneyness | in-the-money |
Leverage | 3.8107 |
Delta | -0.4139 |
Gamma | 0.0001 |
Theta | -0.0002 |
Rho | -0.0029 |
Vega | 0.0029 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 89.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |