Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 02.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.00% |
Year to date (YTD) | n.a. |
1 month | -92.11% |
3 months | -96.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 194.41 |
Premium | 0.07% |
Premium p.a. | 3.80% |
Leverage | 35.69 |
Implied volatility | 0.42 |
ISIN | CH1305133832 |
Symbol | AAPRVZ |
Security | 130513383 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 195.00 |
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 | 7.28% |
Premium p.a. | 379.69% |
Leverage | 356.38 |
Implied volatility | 42.27% |
Moneyness | out-of-the-money |
Leverage | 35.6855 |
Delta | -0.1001 |
Gamma | 0.0003 |
Theta | -0.0026 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 194.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.61 |
Givaudan | 4'630.00 |
Compagnie Financi... | 120.75 |
Sika AG | 275.30 |
Holcim | 84.22 |
Name | Price |
---|---|
UBS | 25.73 |
LOGITECH INT. | 72.48 |
Lonza Group | 534.60 |
Partners Group Ho... | 1'234.50 |
Swiss Life Hldg | 713.40 |