Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.09.2024 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 | -91.67% |
Year to date (YTD) | -91.30% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 11.45 |
Premium | 0.64% |
Premium p.a. | 2.31% |
Leverage | 3.58 |
Implied volatility | 1.14 |
ISIN | CH1281050760 |
Symbol | ENRG0Z |
Security | 128105076 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 12.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 63.92% |
Premium p.a. | 230.99% |
Leverage | 153.94 |
Implied volatility | 113.56% |
Moneyness | out-of-the-money |
Leverage | 3.5796 |
Delta | -0.0233 |
Gamma | 0.0003 |
Theta | -0.0005 |
Rho | -0.0003 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 11.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 132.90 |
SONOVA HLDG N | 303.40 |
Sika AG | 281.50 |
ROCHE GS | 272.50 |
Partners Group Ho... | 1'266.00 |
Name | Price |
---|---|
ABB Ltd | 49.64 |
Holcim | 84.06 |
Lonza Group | 536.60 |
LOGITECH INT. | 74.56 |
Givaudan | 4'606.00 |