Last price paid | 0.21 | |
Change | +16.67% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -52.44% |
Year to date (YTD) | n.a. |
1 month | -12.50% |
3 months | -19.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 158.53 |
Premium | 0.13% |
Premium p.a. | 0.19% |
Leverage | 4.94 |
Implied volatility | 0.34 |
ISIN | CH1305133733 |
Symbol | AMZASZ |
Security | 130513373 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 165.00 |
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 | 12.62% |
Premium p.a. | 19.36% |
Leverage | 16.30 |
Implied volatility | 33.80% |
Moneyness | out-of-the-money |
Leverage | 4.9412 |
Delta | -0.3032 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | -0.0076 |
Vega | 0.0090 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 154.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 555.80 |
Holcim | 79.54 |
ABB Ltd | 49.84 |
SWISSCOM N | 501.50 |
Nestlé SA | 96.14 |
Name | Price |
---|---|
Givaudan | 4'183.00 |
Swiss Re | 113.70 |
Partners Group Ho... | 1'201.50 |
Alcon AG | 80.08 |
SONOVA HLDG N | 284.00 |