Last price paid | 0.42 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | 16'500.00 Unit | |
Cumulative volume | 16'500.00 Unit | |
Date/time | 27.09.2024 10:55 |
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 | +32.81% |
Year to date (YTD) | n.a. |
1 month | -10.64% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 194.41 |
Premium | 0.03% |
Premium p.a. | 0.10% |
Leverage | 6.96 |
Implied volatility | 0.24 |
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 | 3.37% |
Premium p.a. | 10.07% |
Leverage | 9.04 |
Implied volatility | 24.48% |
Moneyness | in-the-money |
Leverage | 6.9551 |
Delta | 0.7697 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0085 |
Vega | 0.0067 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 235.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.40 |
Compagnie Financi... | 132.40 |
Sika AG | 281.40 |
ROCHE GS | 272.50 |
Nestlé SA | 85.30 |
Name | Price |
---|---|
Holcim | 84.00 |
ABB Ltd | 49.65 |
Lonza Group | 536.00 |
LOGITECH INT. | 74.36 |
Givaudan | 4'601.00 |