Last price paid | 0.15 | |
Change | +15.38% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -55.41% |
Year to date (YTD) | n.a. |
1 month | -42.31% |
3 months | -63.41% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 186.37 |
Premium | 0.13% |
Premium p.a. | 0.17% |
Leverage | 6.08 |
Implied volatility | 0.28 |
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 | 12.88% |
Premium p.a. | 16.97% |
Leverage | 22.46 |
Implied volatility | 27.57% |
Moneyness | out-of-the-money |
Leverage | 6.0826 |
Delta | -0.2708 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0067 |
Vega | 0.0106 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 180.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.11 |
Alcon AG | 80.46 |
GEBERIT N | 544.20 |
Nestlé SA | 94.80 |
Partners Group Ho... | 1'167.00 |
Name | Price |
---|---|
Swiss Life Hldg | 652.20 |
Swiss Re | 112.35 |
SONOVA HLDG N | 271.90 |
Holcim | 78.96 |
Sika AG | 256.50 |