Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 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 | -71.28% |
Year to date (YTD) | n.a. |
1 month | -27.78% |
3 months | -43.48% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 158.53 |
Premium | 0.17% |
Premium p.a. | 0.30% |
Leverage | 5.77 |
Implied volatility | 0.36 |
ISIN | CH1305133741 |
Symbol | AMZCAZ |
Security | 130513374 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 170.00 |
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 | 16.54% |
Premium p.a. | 30.18% |
Leverage | 25.78 |
Implied volatility | 35.54% |
Moneyness | out-of-the-money |
Leverage | 5.7652 |
Delta | -0.2236 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | -0.0050 |
Vega | 0.0077 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 162.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |