Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 01.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.03% |
Year to date (YTD) | n.a. |
1 month | -83.33% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.76 |
Underlying price on issue | 389.64 |
Premium | 0.20% |
Premium p.a. | 3.41% |
Leverage | 19.81 |
Implied volatility | 0.51 |
ISIN | CH1305132644 |
Symbol | METI0Z |
Security | 130513264 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.01.2024 |
Premium | 19.64% |
Premium p.a. | 341.39% |
Leverage | 593.60 |
Implied volatility | 51.40% |
Moneyness | out-of-the-money |
Leverage | 19.8102 |
Delta | -0.0334 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | -0.0002 |
Vega | 0.0016 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 399.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |