Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 02.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -25.00% |
Year to date (YTD) | n.a. |
1 month | -46.15% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 194.41 |
Premium | 0.12% |
Premium p.a. | 0.17% |
Leverage | 6.88 |
Implied volatility | 0.26 |
ISIN | CH1305133865 |
Symbol | AAPKCZ |
Security | 130513386 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 175.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 26.01.2024 |
Premium | 11.74% |
Premium p.a. | 16.81% |
Leverage | 25.54 |
Implied volatility | 25.82% |
Moneyness | out-of-the-money |
Leverage | 6.8783 |
Delta | -0.2693 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0056 |
Vega | 0.0094 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 167.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.85 |
Swiss Re | 109.20 |
ZURICH INSURANCE | 473.70 |
ROCHE GS | 237.10 |
LOGITECH INT. | 82.38 |
Name | Price |
---|---|
Partners Group Ho... | 1'260.50 |
Holcim | 77.62 |
Alcon AG | 80.22 |
UBS | 27.24 |
ABB Ltd | 47.35 |