Last price paid | 0.42 | |
Change | +10.53% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -36.89% |
Year to date (YTD) | n.a. |
1 month | +2.44% |
3 months | +2.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 161.34 |
Premium | 0.10% |
Premium p.a. | 0.16% |
Leverage | 6.82 |
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 | 9.73% |
Premium p.a. | 16.37% |
Leverage | 21.37 |
Implied volatility | 26.18% |
Moneyness | out-of-the-money |
Leverage | 6.8215 |
Delta | -0.3191 |
Gamma | 0.0005 |
Theta | -0.0011 |
Rho | -0.0179 |
Vega | 0.0227 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 152.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.78 |
GEBERIT N | 555.20 |
UBS | 28.70 |
ABB Ltd | 49.76 |
SWISSCOM N | 501.50 |
Name | Price |
---|---|
Givaudan | 4'187.00 |
Partners Group Ho... | 1'194.00 |
Sika AG | 271.50 |
NOVARTIS N | 92.70 |
Swiss Re | 114.20 |