Last price paid | 0.19 | |
Change | -9.52% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 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 | -58.51% |
Year to date (YTD) | n.a. |
1 month | -20.83% |
3 months | -40.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 158.53 |
Premium | 0.14% |
Premium p.a. | 0.19% |
Leverage | 4.90 |
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 | 13.62% |
Premium p.a. | 19.50% |
Leverage | 17.17 |
Implied volatility | 33.61% |
Moneyness | out-of-the-money |
Leverage | 4.8971 |
Delta | -0.2852 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | -0.0080 |
Vega | 0.0095 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 159.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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