Last price paid | 0.04 | |
Change | +14.29% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -88.24% |
3 months | -94.87% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 16.62 |
Premium | 0.17% |
Premium p.a. | 2.24% |
Leverage | 15.78 |
Implied volatility | 0.47 |
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 | 17.15% |
Premium p.a. | 223.61% |
Leverage | 107.91 |
Implied volatility | 47.14% |
Moneyness | out-of-the-money |
Leverage | 15.7768 |
Delta | 0.1462 |
Gamma | 0.0226 |
Theta | -0.0027 |
Rho | 0.0005 |
Vega | 0.0031 |
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 |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |