Last price paid | 0.40 | |
Change | -4.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | -57.07% |
Year to date (YTD) | n.a. |
1 month | +17.65% |
3 months | +48.15% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.92 |
Underlying price on issue | 681.90 |
Premium | 0.12% |
Premium p.a. | 0.20% |
Leverage | 6.78 |
Implied volatility | 0.27 |
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 | 11.85% |
Premium p.a. | 20.21% |
Leverage | 22.79 |
Implied volatility | 27.22% |
Moneyness | out-of-the-money |
Leverage | 6.7790 |
Delta | -0.2975 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0149 |
Vega | 0.0237 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 647.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |