Last price paid | 1.38 | |
Change | +0.73% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +200.00% |
Year to date (YTD) | n.a. |
1 month | +10.40% |
3 months | +130.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 19.10 |
Premium | n.a. |
Premium p.a. | n.a. |
Leverage | n.a. |
Implied volatility | n.a. |
ISIN | CH1305129384 |
Symbol | VARCBZ |
Security | 130512938 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 18.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | n.a. |
Premium p.a. | n.a. |
Leverage | 0.58 |
Implied volatility | n.a. |
Moneyness | in-the-money |
Leverage | n.a. |
Delta | n.a. |
Gamma | n.a. |
Theta | n.a. |
Rho | n.a. |
Vega | n.a. |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | n.a. |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
KUEHNE & NAGEL | 260.30 |
Lonza Group | 488.00 |
SONOVA HLDG N | 273.60 |
Swiss Life Hldg | 653.80 |
Name | Price |
---|---|
ROCHE GS | 249.70 |
LOGITECH INT. | 85.56 |
Compagnie Financi... | 142.55 |
Swiss Re | 111.15 |
ZURICH INSURANCE | 480.40 |