Last price paid | 0.79 | |
Change | -7.06% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.08.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +28.69% |
Year to date (YTD) | n.a. |
1 month | +8.22% |
3 months | -10.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 208.58 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 3.27 |
Implied volatility | 0.38 |
ISIN | CH1305133204 |
Symbol | BA0ORZ |
Security | 130513320 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Boeing Co Rg, US0970231058 |
Underlying ISIN | US0970231058 |
Strike | 210.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 25.01.2024 |
Premium | 1.80% |
Premium p.a. | 4.17% |
Leverage | 4.76 |
Implied volatility | 38.10% |
Moneyness | in-the-money |
Leverage | 3.2741 |
Delta | -0.6873 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | -0.0144 |
Vega | 0.0087 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 173.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |