Last price paid | 0.28 | |
Change | -3.45% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -54.92% |
Year to date (YTD) | n.a. |
1 month | -39.13% |
3 months | -47.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 161.34 |
Premium | 0.13% |
Premium p.a. | 0.20% |
Leverage | 7.52 |
Implied volatility | 0.26 |
ISIN | CH1305134699 |
Symbol | SAPYEZ |
Security | 130513469 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SAP I, DE0007164600 |
Underlying ISIN | DE0007164600 |
Strike | 160.00 |
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 | 12.76% |
Premium p.a. | 19.91% |
Leverage | 31.76 |
Implied volatility | 25.51% |
Moneyness | out-of-the-money |
Leverage | 7.5189 |
Delta | -0.2368 |
Gamma | 0.0004 |
Theta | -0.0009 |
Rho | -0.0150 |
Vega | 0.0216 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 154.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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