Last price paid | 0.34 | |
Change | -2.86% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 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 | +19.64% |
Year to date (YTD) | n.a. |
1 month | -34.62% |
3 months | -17.07% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 158.53 |
Premium | 0.12% |
Premium p.a. | 0.24% |
Leverage | 5.47 |
Implied volatility | 0.35 |
ISIN | CH1305133576 |
Symbol | AMZQHZ |
Security | 130513357 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 185.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 26.01.2024 |
Premium | 11.87% |
Premium p.a. | 23.94% |
Leverage | 9.64 |
Implied volatility | 35.12% |
Moneyness | out-of-the-money |
Leverage | 5.4720 |
Delta | 0.5679 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | 0.0074 |
Vega | 0.0089 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 203.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |