Last price paid | 0.17 | |
Change | -5.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | -64.89% |
Year to date (YTD) | n.a. |
1 month | -15.00% |
3 months | -37.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 158.53 |
Premium | 0.14% |
Premium p.a. | 0.23% |
Leverage | 5.49 |
Implied volatility | 0.34 |
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 | 13.70% |
Premium p.a. | 23.27% |
Leverage | 20.26 |
Implied volatility | 33.72% |
Moneyness | out-of-the-money |
Leverage | 5.4898 |
Delta | -0.2710 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | -0.0063 |
Vega | 0.0085 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 160.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 494.30 |
KUEHNE & NAGEL | 262.60 |
Sika AG | 260.90 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.21 |
Name | Price |
---|---|
Compagnie Financi... | 142.65 |
SWISSCOM N | 501.50 |
ZURICH INSURANCE | 481.60 |
ROCHE GS | 251.70 |
Swiss Re | 111.75 |