Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -62.82% |
Year to date (YTD) | -63.16% |
1 month | -57.58% |
3 months | -53.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 275.70 |
Premium | 0.12% |
Premium p.a. | 0.40% |
Leverage | 10.15 |
Implied volatility | 0.28 |
ISIN | CH1305127701 |
Symbol | SOOZEZ |
Security | 130512770 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 260.00 |
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 | 11.69% |
Premium p.a. | 39.87% |
Leverage | 39.48 |
Implied volatility | 27.83% |
Moneyness | out-of-the-money |
Leverage | 10.1503 |
Delta | -0.2571 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | -0.0047 |
Vega | 0.0099 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 252.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.74 |
Partners Group Ho... | 1'173.50 |
LOGITECH INT. | 90.24 |
Swiss Re | 112.40 |
ZURICH INSURANCE | 473.80 |
Name | Price |
---|---|
Lonza Group | 475.50 |
SWISSCOM N | 497.60 |
SONOVA HLDG N | 287.50 |
Compagnie Financi... | 147.15 |
GEBERIT N | 548.20 |