Last price paid | 0.16 | |
Change | -11.11% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -63.10% |
Year to date (YTD) | -56.76% |
1 month | -38.46% |
3 months | -30.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 61.38 |
Premium | 0.46% |
Premium p.a. | 0.68% |
Leverage | 6.81 |
Implied volatility | 0.37 |
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 | 46.41% |
Premium p.a. | 67.76% |
Leverage | 36.93 |
Implied volatility | 37.24% |
Moneyness | out-of-the-money |
Leverage | 6.8115 |
Delta | 0.1845 |
Gamma | 0.0015 |
Theta | -0.0011 |
Rho | 0.0062 |
Vega | 0.0126 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 91.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |