Last price paid | 0.36 | |
Change | +20.00% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -57.06% |
Year to date (YTD) | -50.68% |
1 month | +12.50% |
3 months | -34.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.85 |
Underlying price on issue | 61.38 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 12.78 |
Implied volatility | 0.28 |
ISIN | CH1281052444 |
Symbol | PYPJNZ |
Security | 128105244 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 65.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 18.12.2023 |
Premium | 0.16% |
Premium p.a. | 4.20% |
Leverage | 14.88 |
Implied volatility | 28.33% |
Moneyness | in-the-money |
Leverage | 12.7766 |
Delta | -0.8584 |
Gamma | 0.0074 |
Theta | -0.0016 |
Rho | -0.0019 |
Vega | 0.0024 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |