Last price paid | 0.14 | |
Change | +16.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -71.57% |
Year to date (YTD) | n.a. |
1 month | -36.36% |
3 months | -54.84% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 242.43 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 9.83 |
Implied volatility | 0.21 |
ISIN | CH1305129186 |
Symbol | ALV35Z |
Security | 130512918 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 05.01.2024 |
Premium | 10.65% |
Premium p.a. | 18.25% |
Leverage | 43.74 |
Implied volatility | 21.27% |
Moneyness | out-of-the-money |
Leverage | 9.8345 |
Delta | -0.2248 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | -0.0092 |
Vega | 0.0145 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 234.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
SWISSCOM N | 503.50 |
Lonza Group | 499.90 |
Alcon AG | 82.08 |
Holcim | 79.90 |
Name | Price |
---|---|
Nestlé SA | 96.60 |
Compagnie Financi... | 148.50 |
Partners Group Ho... | 1'153.50 |
UBS | 28.19 |
Swiss Re | 112.90 |