Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.08.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -96.08% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -82.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 175.00 |
Premium | 0.16% |
Premium p.a. | 8.41% |
Leverage | 22.44 |
Implied volatility | 0.76 |
ISIN | CH1305132230 |
Symbol | FHZ6HZ |
Security | 130513223 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 168.83 |
C/P type | put |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 22.01.2024 |
Premium | 16.12% |
Premium p.a. | 840.68% |
Leverage | 505.50 |
Implied volatility | 75.92% |
Moneyness | out-of-the-money |
Leverage | 22.4442 |
Delta | -0.0444 |
Gamma | 0.0002 |
Theta | -0.0066 |
Rho | -0.0001 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 169.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |