Last price paid | 0.35 | |
Change | -2.78% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Perf. since issue | +7.81% |
Year to date (YTD) | n.a. |
1 month | +105.88% |
3 months | +218.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 194.41 |
Premium | 0.09% |
Premium p.a. | 0.15% |
Leverage | 6.53 |
Implied volatility | 0.25 |
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 | 9.13% |
Premium p.a. | 15.43% |
Leverage | 10.89 |
Implied volatility | 25.12% |
Moneyness | in-the-money |
Leverage | 6.5344 |
Delta | 0.5998 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0113 |
Vega | 0.0111 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 229.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |