Last price paid | 0.40 | |
Change | +2.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -46.20% |
Year to date (YTD) | n.a. |
1 month | +42.86% |
3 months | +60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.92 |
Underlying price on issue | 681.90 |
Premium | 0.10% |
Premium p.a. | 0.18% |
Leverage | 6.22 |
Implied volatility | 0.28 |
ISIN | CH1305129509 |
Symbol | MC0DXZ |
Security | 130512950 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | LVMH, FR0000121014 |
Underlying ISIN | FR0000121014 |
Strike | 680.00 |
C/P type | put |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 05.01.2024 |
Premium | 9.96% |
Premium p.a. | 18.18% |
Leverage | 17.11 |
Implied volatility | 28.18% |
Moneyness | out-of-the-money |
Leverage | 6.2191 |
Delta | -0.3636 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0163 |
Vega | 0.0234 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 638.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 246.90 |
Nestlé SA | 95.52 |
Lonza Group | 481.70 |
NOVARTIS N | 94.15 |
SWISSCOM N | 494.80 |
Name | Price |
---|---|
LOGITECH INT. | 88.18 |
Sika AG | 257.10 |
Compagnie Financi... | 143.05 |
GEBERIT N | 539.00 |
UBS | 26.69 |