Last price paid | 0.10 | |
Change | +25.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 29.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -77.91% |
Year to date (YTD) | n.a. |
1 month | +42.86% |
3 months | +81.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 66.90 |
Premium | 0.29% |
Premium p.a. | 0.86% |
Leverage | 10.51 |
Implied volatility | 0.34 |
ISIN | CH1305131059 |
Symbol | PYPYBZ |
Security | 130513105 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 22.01.2024 |
Premium | 29.08% |
Premium p.a. | 85.59% |
Leverage | 69.98 |
Implied volatility | 34.40% |
Moneyness | out-of-the-money |
Leverage | 10.5059 |
Delta | 0.1501 |
Gamma | 0.0017 |
Theta | -0.0014 |
Rho | 0.0031 |
Vega | 0.0090 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 101.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.64 |
Givaudan | 4'631.00 |
Compagnie Financi... | 120.75 |
Holcim | 84.34 |
GEBERIT N | 560.20 |
Name | Price |
---|---|
LOGITECH INT. | 72.50 |
UBS | 25.79 |
Swiss Life Hldg | 713.60 |
Lonza Group | 535.20 |
Partners Group Ho... | 1'236.00 |