Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -85.42% |
Year to date (YTD) | -82.61% |
1 month | n.a. |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 11.45 |
Premium | 0.52% |
Premium p.a. | 0.98% |
Leverage | 3.52 |
Implied volatility | 0.74 |
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 | 52.30% |
Premium p.a. | 97.89% |
Leverage | 66.74 |
Implied volatility | 73.88% |
Moneyness | out-of-the-money |
Leverage | 3.5187 |
Delta | -0.0527 |
Gamma | 0.0009 |
Theta | -0.0003 |
Rho | -0.0008 |
Vega | 0.0018 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 11.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
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Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
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UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |