Last price paid | 0.44 | |
Change | +7.32% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.08.2024 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 | -33.06% |
Year to date (YTD) | -22.64% |
1 month | +105.00% |
3 months | +36.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 61.38 |
Premium | 0.18% |
Premium p.a. | 0.43% |
Leverage | 6.19 |
Implied volatility | 0.39 |
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 | 17.86% |
Premium p.a. | 42.61% |
Leverage | 14.68 |
Implied volatility | 39.39% |
Moneyness | out-of-the-money |
Leverage | 6.1889 |
Delta | 0.4216 |
Gamma | 0.0025 |
Theta | -0.0023 |
Rho | 0.0090 |
Vega | 0.0154 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 84.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 90.18 |
SWISSCOM N | 538.00 |
UBS | 26.41 |
NOVARTIS N | 100.80 |
Sika AG | 266.50 |
Name | Price |
---|---|
Partners Group Ho... | 1'214.50 |
SONOVA HLDG N | 292.50 |
Givaudan | 4'163.00 |
GEBERIT N | 531.00 |
LOGITECH INT. | 76.64 |