Last price paid | 0.10 | |
Change | +17.65% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -69.35% |
Year to date (YTD) | n.a. |
1 month | -28.57% |
3 months | -41.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 158.53 |
Premium | 0.12% |
Premium p.a. | 0.39% |
Leverage | 8.09 |
Implied volatility | 0.34 |
ISIN | CH1305133683 |
Symbol | AMZJOZ |
Security | 130513368 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 160.00 |
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 | 12.31% |
Premium p.a. | 38.72% |
Leverage | 33.49 |
Implied volatility | 33.69% |
Moneyness | out-of-the-money |
Leverage | 8.0945 |
Delta | -0.2417 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | -0.0027 |
Vega | 0.0056 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 154.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.68 |
ABB Ltd | 49.84 |
SWISSCOM N | 502.50 |
GEBERIT N | 554.60 |
Nestlé SA | 96.26 |
Name | Price |
---|---|
Givaudan | 4'190.00 |
Swiss Re | 113.90 |
Alcon AG | 79.94 |
SONOVA HLDG N | 283.60 |
Lonza Group | 484.80 |