Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 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 | -75.00% |
Year to date (YTD) | -78.38% |
1 month | 0.00% |
3 months | -78.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 61.38 |
Premium | 0.42% |
Premium p.a. | 0.86% |
Leverage | 8.05 |
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 | 42.49% |
Premium p.a. | 86.16% |
Leverage | 53.57 |
Implied volatility | 38.29% |
Moneyness | out-of-the-money |
Leverage | 8.0526 |
Delta | 0.1503 |
Gamma | 0.0015 |
Theta | -0.0011 |
Rho | 0.0037 |
Vega | 0.0092 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 91.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 80.22 |
Partners Group Ho... | 1'193.00 |
Nestlé SA | 90.08 |
ABB Ltd | 48.74 |
Alcon AG | 83.94 |
Name | Price |
---|---|
ROCHE GS | 284.40 |
Swiss Re | 108.85 |
Lonza Group | 577.80 |
UBS | 26.66 |
ZURICH INSURANCE | 483.60 |