Last price paid | 0.07 | |
Change | -12.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | -22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 34.15 |
Premium | 0.07% |
Premium p.a. | 0.26% |
Leverage | 8.78 |
Implied volatility | 0.29 |
ISIN | CH1305134574 |
Symbol | RWEMHZ |
Security | 130513457 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 7.28% |
Premium p.a. | 26.04% |
Leverage | 24.05 |
Implied volatility | 28.85% |
Moneyness | out-of-the-money |
Leverage | 8.7780 |
Delta | -0.3650 |
Gamma | 0.0039 |
Theta | -0.0004 |
Rho | -0.0018 |
Vega | 0.0031 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 30.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |