Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -60.34% |
Year to date (YTD) | -45.45% |
1 month | +84.62% |
3 months | -7.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 196.07 |
Premium | 0.20% |
Premium p.a. | 0.29% |
Leverage | 9.10 |
Implied volatility | 0.23 |
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 | 19.65% |
Premium p.a. | 28.81% |
Leverage | 30.06 |
Implied volatility | 23.01% |
Moneyness | out-of-the-money |
Leverage | 9.0992 |
Delta | 0.3027 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | 0.0064 |
Vega | 0.0099 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 226.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |