Last price paid | 0.30 | |
Change | -3.23% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +1.72% |
Year to date (YTD) | +36.36% |
1 month | +200.00% |
3 months | +275.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 196.07 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 6.86 |
Implied volatility | 0.25 |
ISIN | CH1305126281 |
Symbol | AAP2OZ |
Security | 130512628 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 18.12.2023 |
Premium | 11.24% |
Premium p.a. | 18.08% |
Leverage | 12.84 |
Implied volatility | 25.11% |
Moneyness | out-of-the-money |
Leverage | 6.8638 |
Delta | 0.5346 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0108 |
Vega | 0.0118 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 236.56 |
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 |