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 | -98.59% |
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 | 0.27% |
Premium p.a. | 3.99% |
Leverage | 16.14 |
Implied volatility | 0.61 |
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 | 27.36% |
Premium p.a. | 399.43% |
Leverage | 843.82 |
Implied volatility | 61.47% |
Moneyness | out-of-the-money |
Leverage | 16.1410 |
Delta | -0.0191 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 339.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.76 |
GEBERIT N | 555.20 |
UBS | 28.72 |
ABB Ltd | 49.73 |
SWISSCOM N | 501.50 |
Name | Price |
---|---|
Givaudan | 4'187.00 |
Partners Group Ho... | 1'194.00 |
NOVARTIS N | 92.69 |
Sika AG | 271.50 |
Swiss Re | 114.25 |