Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -77.08% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -78.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 13.93 |
Premium | 0.42% |
Premium p.a. | 0.75% |
Leverage | 3.64 |
Implied volatility | 0.64 |
ISIN | CH1305135472 |
Symbol | ENREHZ |
Security | 130513547 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 14.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 31.01.2024 |
Premium | 42.24% |
Premium p.a. | 74.85% |
Leverage | 40.27 |
Implied volatility | 63.82% |
Moneyness | out-of-the-money |
Leverage | 3.6354 |
Delta | -0.0903 |
Gamma | 0.0015 |
Theta | -0.0004 |
Rho | -0.0014 |
Vega | 0.0027 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 13.42 |
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 |