Last price paid | 0.075 | |
Change | -11.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -81.08% |
Year to date (YTD) | n.a. |
1 month | -42.31% |
3 months | -78.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 11.51 |
Premium | 0.31% |
Premium p.a. | 0.54% |
Leverage | 5.45 |
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 | 31.23% |
Premium p.a. | 53.52% |
Leverage | 53.86 |
Implied volatility | 43.72% |
Moneyness | out-of-the-money |
Leverage | 5.4482 |
Delta | -0.1011 |
Gamma | 0.0088 |
Theta | -0.0005 |
Rho | -0.0026 |
Vega | 0.0051 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 10.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'375.00 |
Sika AG | 270.90 |
Lonza Group | 499.80 |
SWISSCOM N | 503.00 |
LOGITECH INT. | 90.82 |
Name | Price |
---|---|
Nestlé SA | 96.58 |
Partners Group Ho... | 1'152.00 |
UBS | 28.20 |
Compagnie Financi... | 149.05 |
Swiss Life Hldg | 633.20 |