Last price paid | 0.055 | |
Change | -8.33% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -81.03% |
Year to date (YTD) | -78.85% |
1 month | -57.69% |
3 months | -69.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 65.06 |
Premium | 0.22% |
Premium p.a. | 0.36% |
Leverage | 8.49 |
Implied volatility | 0.28 |
ISIN | CH1305127016 |
Symbol | ALC30Z |
Security | 130512701 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 64.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.12.2023 |
Premium | 21.77% |
Premium p.a. | 35.79% |
Leverage | 73.09 |
Implied volatility | 28.10% |
Moneyness | out-of-the-money |
Leverage | 8.4872 |
Delta | -0.1161 |
Gamma | 0.0006 |
Theta | -0.0004 |
Rho | -0.0032 |
Vega | 0.0061 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 62.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.00 |
ROCHE GS | 230.10 |
Givaudan | 4'228.00 |
Sika AG | 276.60 |
ZURICH INSURANCE | 469.40 |
Name | Price |
---|---|
Lonza Group | 484.20 |
UBS | 28.02 |
Partners Group Ho... | 1'195.00 |
KUEHNE & NAGEL | 249.50 |
Holcim | 79.28 |