Last price paid | 0.12 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -20.00% |
3 months | -20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 158.53 |
Premium | 0.27% |
Premium p.a. | 0.44% |
Leverage | 7.33 |
Implied volatility | 0.32 |
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 | 26.93% |
Premium p.a. | 44.47% |
Leverage | 25.99 |
Implied volatility | 31.91% |
Moneyness | out-of-the-money |
Leverage | 7.3322 |
Delta | 0.2821 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | 0.0048 |
Vega | 0.0085 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 232.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.40 |
Holcim | 82.54 |
GEBERIT N | 543.60 |
Swiss Re | 112.75 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.85 |
NOVARTIS N | 93.61 |
Nestlé SA | 94.42 |
UBS | 27.61 |