Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.09.2024 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 | -96.72% |
Year to date (YTD) | -96.51% |
1 month | -57.14% |
3 months | -93.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 255.48 |
Premium | 0.07% |
Premium p.a. | 3.77% |
Leverage | 41.47 |
Implied volatility | 0.38 |
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 | 7.22% |
Premium p.a. | 376.67% |
Leverage | 512.19 |
Implied volatility | 38.24% |
Moneyness | out-of-the-money |
Leverage | 41.4730 |
Delta | -0.0810 |
Gamma | 0.0002 |
Theta | -0.0029 |
Rho | -0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 249.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |