Last price paid | 0.44 | |
Change | -13.73% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +20.83% |
Year to date (YTD) | n.a. |
1 month | +2.33% |
3 months | -56.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 386.52 |
Premium | 0.15% |
Premium p.a. | 0.46% |
Leverage | 7.55 |
Implied volatility | 0.37 |
ISIN | CH1305130929 |
Symbol | MET3ZZ |
Security | 130513092 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 22.01.2024 |
Premium | 14.92% |
Premium p.a. | 45.77% |
Leverage | 18.94 |
Implied volatility | 36.59% |
Moneyness | out-of-the-money |
Leverage | 7.5476 |
Delta | 0.3984 |
Gamma | 0.0001 |
Theta | -0.0032 |
Rho | 0.0093 |
Vega | 0.0181 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 524.07 |
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 |