Last price paid | 0.08 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 27.12.2023 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -88.28% |
Year to date (YTD) | -82.22% |
1 month | -38.46% |
3 months | -52.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 334.26 |
Premium | 0.42% |
Premium p.a. | 0.68% |
Leverage | 5.61 |
Implied volatility | 0.47 |
ISIN | CH1305126729 |
Symbol | MET7QZ |
Security | 130512672 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 300.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 18.12.2023 |
Premium | 41.62% |
Premium p.a. | 68.12% |
Leverage | 120.10 |
Implied volatility | 47.33% |
Moneyness | out-of-the-money |
Leverage | 5.6071 |
Delta | -0.0467 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0024 |
Vega | 0.0069 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 295.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 647.60 |
Lonza Group | 479.30 |
Swiss Re | 111.50 |
ABB Ltd | 50.88 |
Partners Group Ho... | 1'157.50 |
Name | Price |
---|---|
Compagnie Financi... | 141.40 |
SONOVA HLDG N | 270.80 |
Nestlé SA | 94.82 |
NOVARTIS N | 93.27 |
Alcon AG | 78.48 |