Last price paid | 0.19 | |
Change | +11.76% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 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 | -68.55% |
Year to date (YTD) | -64.15% |
1 month | -36.67% |
3 months | -66.07% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 61.38 |
Premium | 0.37% |
Premium p.a. | 0.66% |
Leverage | 6.54 |
Implied volatility | 0.40 |
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 | 37.43% |
Premium p.a. | 65.69% |
Leverage | 27.61 |
Implied volatility | 39.73% |
Moneyness | out-of-the-money |
Leverage | 6.5407 |
Delta | 0.2369 |
Gamma | 0.0019 |
Theta | -0.0014 |
Rho | 0.0062 |
Vega | 0.0125 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 82.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 496.90 |
KUEHNE & NAGEL | 269.20 |
Holcim | 79.78 |
GEBERIT N | 538.60 |
Partners Group Ho... | 1'186.50 |
Name | Price |
---|---|
Swiss Life Hldg | 652.80 |
ROCHE GS | 246.00 |
Alcon AG | 79.48 |
ZURICH INSURANCE | 473.00 |
Swiss Re | 107.10 |