Last price paid | 0.39 | |
Change | +56.00% [ +0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | +23.44% |
Year to date (YTD) | n.a. |
1 month | +178.57% |
3 months | +254.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 194.41 |
Premium | 0.09% |
Premium p.a. | 0.14% |
Leverage | 6.10 |
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 | 8.71% |
Premium p.a. | 14.01% |
Leverage | 9.63 |
Implied volatility | 25.38% |
Moneyness | in-the-money |
Leverage | 6.1009 |
Delta | 0.6334 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0125 |
Vega | 0.0113 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 232.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |