Last price paid | 0.24 | |
Change | -7.69% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -28.38% |
Year to date (YTD) | n.a. |
1 month | -54.72% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 186.37 |
Premium | 0.07% |
Premium p.a. | 0.08% |
Leverage | 5.49 |
Implied volatility | 0.25 |
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 | 7.03% |
Premium p.a. | 8.30% |
Leverage | 13.04 |
Implied volatility | 24.80% |
Moneyness | in-the-money |
Leverage | 5.4939 |
Delta | -0.4215 |
Gamma | 0.0002 |
Theta | -0.0003 |
Rho | -0.0097 |
Vega | 0.0121 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 175.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.60 |
LOGITECH INT. | 87.88 |
ABB Ltd | 48.94 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.40 |
KUEHNE & NAGEL | 243.50 |
SWISSCOM N | 493.80 |
Partners Group Ho... | 1'255.50 |
NOVARTIS N | 92.69 |