Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 09.08.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -89.06% |
Year to date (YTD) | -90.70% |
1 month | -82.61% |
3 months | -93.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 255.48 |
Premium | 0.10% |
Premium p.a. | 0.78% |
Leverage | 20.19 |
Implied volatility | 0.26 |
ISIN | CH1281051800 |
Symbol | ROG76Z |
Security | 128105180 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 250.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 12.12.2023 |
Premium | 10.41% |
Premium p.a. | 77.55% |
Leverage | 158.34 |
Implied volatility | 26.11% |
Moneyness | out-of-the-money |
Leverage | 20.1882 |
Delta | -0.1275 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | -0.0010 |
Vega | 0.0042 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 248.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'184.00 |
Alcon AG | 80.46 |
Swiss Re | 103.90 |
Partners Group Ho... | 1'124.00 |
Compagnie Financi... | 126.65 |
Name | Price |
---|---|
Lonza Group | 555.00 |
Nestlé SA | 89.00 |
KUEHNE & NAGEL | 252.80 |
ABB Ltd | 45.26 |
SONOVA HLDG N | 282.40 |