Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -97.89% |
Year to date (YTD) | -96.74% |
1 month | -70.00% |
3 months | -81.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.71 |
Underlying price on issue | 334.26 |
Premium | 0.26% |
Premium p.a. | 3.35% |
Leverage | 15.20 |
Implied volatility | 0.59 |
ISIN | CH1305126711 |
Symbol | METSGZ |
Security | 130512671 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 340.00 |
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 | 25.69% |
Premium p.a. | 334.86% |
Leverage | 549.56 |
Implied volatility | 58.73% |
Moneyness | out-of-the-money |
Leverage | 15.2001 |
Delta | -0.0277 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0002 |
Vega | 0.0014 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 339.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |