Last price paid | 0.22 | |
Change | +10.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.07.2024 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 | -63.71% |
Year to date (YTD) | -58.49% |
1 month | -15.38% |
3 months | -56.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 61.38 |
Premium | 0.34% |
Premium p.a. | 0.64% |
Leverage | 6.41 |
Implied volatility | 0.41 |
ISIN | CH1281052410 |
Symbol | PYP6HZ |
Security | 128105241 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 18.12.2023 |
Premium | 34.10% |
Premium p.a. | 63.83% |
Leverage | 24.48 |
Implied volatility | 40.65% |
Moneyness | out-of-the-money |
Leverage | 6.4100 |
Delta | 0.2618 |
Gamma | 0.0020 |
Theta | -0.0015 |
Rho | 0.0065 |
Vega | 0.0131 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 82.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 558.80 |
KUEHNE & NAGEL | 259.70 |
Compagnie Financi... | 138.35 |
Sika AG | 262.80 |
Holcim | 84.04 |
Name | Price |
---|---|
Swiss Re | 109.40 |
Partners Group Ho... | 1'229.50 |
SONOVA HLDG N | 271.20 |
ZURICH INSURANCE | 476.00 |
LOGITECH INT. | 82.14 |