Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -65.48% |
Year to date (YTD) | -62.16% |
1 month | -50.00% |
3 months | -39.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 61.38 |
Premium | 0.46% |
Premium p.a. | 0.69% |
Leverage | 6.98 |
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 | 46.38% |
Premium p.a. | 69.39% |
Leverage | 39.29 |
Implied volatility | 37.06% |
Moneyness | out-of-the-money |
Leverage | 6.9766 |
Delta | 0.1775 |
Gamma | 0.0015 |
Theta | -0.0011 |
Rho | 0.0058 |
Vega | 0.0121 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 91.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |