Last price paid | 0.05 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.53% |
Year to date (YTD) | -86.49% |
1 month | -88.37% |
3 months | -83.87% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 275.70 |
Premium | 0.07% |
Premium p.a. | 0.86% |
Leverage | 23.72 |
Implied volatility | 0.25 |
ISIN | CH1305127644 |
Symbol | SOO2AZ |
Security | 130512764 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 270.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.12.2023 |
Premium | 7.11% |
Premium p.a. | 86.48% |
Leverage | 104.62 |
Implied volatility | 24.53% |
Moneyness | out-of-the-money |
Leverage | 23.7241 |
Delta | -0.2268 |
Gamma | 0.0003 |
Theta | -0.0026 |
Rho | -0.0011 |
Vega | 0.0049 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 267.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.20 |
Givaudan | 4'232.00 |
ROCHE GS | 229.20 |
Sika AG | 276.30 |
LOGITECH INT. | 86.92 |
Name | Price |
---|---|
Lonza Group | 489.00 |
UBS | 28.06 |
Alcon AG | 80.16 |
KUEHNE & NAGEL | 249.60 |
Compagnie Financi... | 142.95 |