Last price paid | 0.09 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -77.03% |
Year to date (YTD) | n.a. |
1 month | -55.00% |
3 months | -76.32% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 11.51 |
Premium | 0.31% |
Premium p.a. | 0.51% |
Leverage | 5.07 |
Implied volatility | 0.45 |
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 | 30.87% |
Premium p.a. | 50.75% |
Leverage | 44.90 |
Implied volatility | 44.57% |
Moneyness | out-of-the-money |
Leverage | 5.0678 |
Delta | -0.1129 |
Gamma | 0.0090 |
Theta | -0.0005 |
Rho | -0.0031 |
Vega | 0.0057 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 10.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
Givaudan | 4'233.00 |
ABB Ltd | 49.71 |
ZURICH INSURANCE | 469.50 |
Sika AG | 276.30 |
Name | Price |
---|---|
Lonza Group | 484.80 |
UBS | 27.97 |
Partners Group Ho... | 1'193.50 |
Alcon AG | 80.20 |
Holcim | 79.18 |