Last price paid | 0.085 | |
Change | -5.56% [ 0.00 ] | |
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 | -78.38% |
Year to date (YTD) | n.a. |
1 month | -43.33% |
3 months | -77.03% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 11.51 |
Premium | 0.31% |
Premium p.a. | 0.52% |
Leverage | 5.21 |
Implied volatility | 0.44 |
ISIN | CH1305129210 |
Symbol | CBKDYZ |
Security | 130512921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 11.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 05.01.2024 |
Premium | 30.34% |
Premium p.a. | 51.03% |
Leverage | 46.75 |
Implied volatility | 43.86% |
Moneyness | out-of-the-money |
Leverage | 5.2408 |
Delta | -0.1121 |
Gamma | 0.0094 |
Theta | -0.0005 |
Rho | -0.0030 |
Vega | 0.0055 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 10.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |