Last price paid | 0.26 | |
Change | -21.21% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -56.56% |
Year to date (YTD) | n.a. |
1 month | -31.58% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 161.34 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 7.65 |
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 | 12.77% |
Premium p.a. | 21.89% |
Leverage | 32.38 |
Implied volatility | 26.33% |
Moneyness | out-of-the-money |
Leverage | 7.6533 |
Delta | -0.2364 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | -0.0134 |
Vega | 0.0202 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 154.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |