Last price paid | 0.045 | |
Change | -18.18% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 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 | -88.89% |
Year to date (YTD) | -84.48% |
1 month | -43.75% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 149.89 |
Premium | 0.23% |
Premium p.a. | 0.68% |
Leverage | 8.41 |
Implied volatility | 0.39 |
ISIN | CH1305126554 |
Symbol | AMZNBZ |
Security | 130512655 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 150.00 |
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 | 22.78% |
Premium p.a. | 68.14% |
Leverage | 80.41 |
Implied volatility | 39.07% |
Moneyness | out-of-the-money |
Leverage | 8.4068 |
Delta | -0.1046 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | -0.0013 |
Vega | 0.0034 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 147.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.60 |
SONOVA HLDG N | 303.20 |
ROCHE GS | 272.40 |
Sika AG | 281.10 |
Alcon AG | 84.18 |
Name | Price |
---|---|
Holcim | 83.40 |
ABB Ltd | 49.62 |
Givaudan | 4'583.00 |
Lonza Group | 537.60 |
ZURICH INSURANCE | 513.20 |