Last price paid | 0.17 | |
Change | +21.43% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -48.44% |
Year to date (YTD) | -60.47% |
1 month | -61.36% |
3 months | -67.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 255.48 |
Premium | 0.04% |
Premium p.a. | 0.14% |
Leverage | 13.75 |
Implied volatility | 0.18 |
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 | 3.61% |
Premium p.a. | 14.32% |
Leverage | 30.40 |
Implied volatility | 18.13% |
Moneyness | out-of-the-money |
Leverage | 13.7505 |
Delta | -0.4523 |
Gamma | 0.0003 |
Theta | -0.0009 |
Rho | -0.0061 |
Vega | 0.0100 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 241.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |