Last price paid | 0.05 | |
Change | -41.18% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -78.57% |
Year to date (YTD) | n.a. |
1 month | -28.57% |
3 months | -94.19% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 16.62 |
Premium | 0.08% |
Premium p.a. | 1.88% |
Leverage | 24.34 |
Implied volatility | 0.37 |
ISIN | CH1305130184 |
Symbol | PLTUUZ |
Security | 130513018 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Palantir Tchnl-A Rg, US69608A1088 |
Underlying ISIN | US69608A1088 |
Strike | 25.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 09.01.2024 |
Premium | 7.72% |
Premium p.a. | 187.88% |
Leverage | 116.18 |
Implied volatility | 37.27% |
Moneyness | out-of-the-money |
Leverage | 24.3428 |
Delta | 0.2095 |
Gamma | 0.0454 |
Theta | -0.0040 |
Rho | 0.0004 |
Vega | 0.0030 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 25.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |