Last price paid | 0.20 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -35.94% |
Year to date (YTD) | n.a. |
1 month | +25.00% |
3 months | +81.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 194.41 |
Premium | 0.13% |
Premium p.a. | 0.20% |
Leverage | 7.79 |
Implied volatility | 0.23 |
ISIN | CH1305133816 |
Symbol | AAP17Z |
Security | 130513381 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 210.00 |
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 | 13.17% |
Premium p.a. | 20.46% |
Leverage | 17.03 |
Implied volatility | 23.45% |
Moneyness | out-of-the-money |
Leverage | 7.7885 |
Delta | 0.4574 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | 0.0090 |
Vega | 0.0111 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 221.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |