Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -73.33% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 76.06 |
Premium | 0.07% |
Premium p.a. | 1.10% |
Leverage | 14.69 |
Implied volatility | 0.47 |
ISIN | CH1305129566 |
Symbol | P91LFZ |
Security | 130512956 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 05.01.2024 |
Premium | 6.65% |
Premium p.a. | 110.35% |
Leverage | 49.47 |
Implied volatility | 47.45% |
Moneyness | out-of-the-money |
Leverage | 14.6856 |
Delta | 0.2968 |
Gamma | 0.0004 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 81.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 92.94 |
Compagnie Financi... | 149.60 |
UBS | 28.40 |
GEBERIT N | 561.00 |
KUEHNE & NAGEL | 269.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Swiss Re | 112.20 |
NOVARTIS N | 94.41 |
SWISSCOM N | 507.00 |
Nestlé SA | 97.98 |