Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +91.67% |
Year to date (YTD) | n.a. |
1 month | +83.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 14.24 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 0.98 |
Implied volatility | 0.82 |
ISIN | CH1305135506 |
Symbol | EVTECZ |
Security | 130513550 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Evotec I, DE0005664809 |
Underlying ISIN | DE0005664809 |
Strike | 14.00 |
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 | 7.77% |
Premium p.a. | 12.77% |
Leverage | 1.53 |
Implied volatility | 81.70% |
Moneyness | in-the-money |
Leverage | 0.9788 |
Delta | -0.6403 |
Gamma | 0.0013 |
Theta | -0.0001 |
Rho | -0.0014 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 8.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.80 |
Givaudan | 4'235.00 |
ZURICH INSURANCE | 469.30 |
SWISSCOM N | 492.00 |
ROCHE GS | 228.80 |
Name | Price |
---|---|
Lonza Group | 485.60 |
Compagnie Financi... | 142.25 |
UBS | 28.03 |
GEBERIT N | 555.60 |
Alcon AG | 80.34 |