Last price paid | 0.79 | |
Change | -15.05% [ -0.14 ] | |
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 | -12.50% |
Year to date (YTD) | n.a. |
1 month | +19.70% |
3 months | +125.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.92 |
Underlying price on issue | 794.35 |
Premium | 0.05% |
Premium p.a. | 0.20% |
Leverage | 4.96 |
Implied volatility | 0.40 |
ISIN | CH1305134459 |
Symbol | ASMQEZ |
Security | 130513445 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 800.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 31.01.2024 |
Premium | 5.33% |
Premium p.a. | 20.48% |
Leverage | 8.82 |
Implied volatility | 40.19% |
Moneyness | in-the-money |
Leverage | 4.9620 |
Delta | -0.5623 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | -0.0102 |
Vega | 0.0142 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 714.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.20 |
Alcon AG | 84.72 |
SONOVA HLDG N | 303.10 |
ROCHE GS | 273.00 |
Sika AG | 281.60 |
Name | Price |
---|---|
Holcim | 83.40 |
ABB Ltd | 49.49 |
ZURICH INSURANCE | 514.00 |
Lonza Group | 539.20 |
SWISSCOM N | 553.00 |