Last price paid | 0.23 | |
Change | +4.55% [ +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 | -12.96% |
Year to date (YTD) | 0.00% |
1 month | -23.33% |
3 months | -25.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 29.85 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 5.46 |
Implied volatility | 0.27 |
ISIN | CH1281049085 |
Symbol | SRAHPZ |
Security | 128104908 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 7.23% |
Premium p.a. | 11.89% |
Leverage | 11.77 |
Implied volatility | 26.87% |
Moneyness | in-the-money |
Leverage | 5.4563 |
Delta | -0.4637 |
Gamma | 0.0069 |
Theta | -0.0005 |
Rho | -0.0092 |
Vega | 0.0086 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 25.65 |
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 | 4'237.00 |
ZURICH INSURANCE | 469.40 |
Nestlé SA | 91.72 |
ROCHE GS | 228.90 |
Name | Price |
---|---|
Lonza Group | 486.70 |
UBS | 27.99 |
Compagnie Financi... | 142.55 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 556.80 |