Last price paid | 0.13 | |
Change | -27.78% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 07.02.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -63.51% |
Year to date (YTD) | n.a. |
1 month | -59.38% |
3 months | -69.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 186.37 |
Premium | 0.14% |
Premium p.a. | 0.18% |
Leverage | 6.49 |
Implied volatility | 0.27 |
ISIN | CH1305135449 |
Symbol | AAP0EZ |
Security | 130513544 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 190.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 14.43% |
Premium p.a. | 18.35% |
Leverage | 28.14 |
Implied volatility | 26.81% |
Moneyness | out-of-the-money |
Leverage | 6.4871 |
Delta | -0.2306 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0061 |
Vega | 0.0102 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 182.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |