Last price paid | 0.22 | |
Change | +10.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -46.43% |
Year to date (YTD) | -40.54% |
1 month | -24.14% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 61.38 |
Premium | 0.38% |
Premium p.a. | 0.60% |
Leverage | 6.46 |
Implied volatility | 0.38 |
ISIN | CH1281052428 |
Symbol | PYPUOZ |
Security | 128105242 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 90.00 |
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 | 37.81% |
Premium p.a. | 59.74% |
Leverage | 26.76 |
Implied volatility | 38.01% |
Moneyness | out-of-the-money |
Leverage | 6.4605 |
Delta | 0.2414 |
Gamma | 0.0017 |
Theta | -0.0014 |
Rho | 0.0078 |
Vega | 0.0149 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 92.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'351.00 |
Holcim | 80.30 |
Sika AG | 270.40 |
GEBERIT N | 549.60 |
Lonza Group | 499.00 |
Name | Price |
---|---|
Nestlé SA | 95.28 |
UBS | 27.95 |
Swiss Re | 111.90 |
Compagnie Financi... | 147.85 |
ROCHE GS | 239.50 |