Last price paid | 0.29 | |
Change | -12.12% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -10.94% |
Year to date (YTD) | -32.56% |
1 month | -52.46% |
3 months | -40.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 255.48 |
Premium | 0.03% |
Premium p.a. | 0.09% |
Leverage | 9.76 |
Implied volatility | 0.20 |
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 | 2.74% |
Premium p.a. | 8.94% |
Leverage | 17.01 |
Implied volatility | 19.74% |
Moneyness | in-the-money |
Leverage | 9.7588 |
Delta | -0.5737 |
Gamma | 0.0003 |
Theta | -0.0008 |
Rho | -0.0094 |
Vega | 0.0105 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 235.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |