Last price paid | 0.07 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.09.2024 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 | -30.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -46.15% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 158.53 |
Premium | 0.20% |
Premium p.a. | 0.57% |
Leverage | 10.71 |
Implied volatility | 0.30 |
ISIN | CH1305133592 |
Symbol | AMZGAZ |
Security | 130513359 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 225.00 |
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 | 19.55% |
Premium p.a. | 56.63% |
Leverage | 46.42 |
Implied volatility | 29.69% |
Moneyness | out-of-the-money |
Leverage | 10.7082 |
Delta | 0.2307 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | 0.0023 |
Vega | 0.0058 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 229.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 82.88 |
Alcon AG | 83.18 |
ZURICH INSURANCE | 512.60 |
Givaudan | 4'537.00 |
Lonza Group | 534.60 |
Name | Price |
---|---|
SONOVA HLDG N | 288.00 |
Swiss Re | 115.70 |
Compagnie Financi... | 114.10 |
Holcim | 83.00 |
KUEHNE & NAGEL | 231.40 |