Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 07.02.2024 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -90.91% |
Year to date (YTD) | n.a. |
1 month | -83.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 186.34 |
Premium | 0.10% |
Premium p.a. | 5.29% |
Leverage | 30.97 |
Implied volatility | 0.51 |
ISIN | CH1305134848 |
Symbol | AAPF4Z |
Security | 130513484 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 190.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 10.15% |
Premium p.a. | 529.46% |
Leverage | 305.34 |
Implied volatility | 50.98% |
Moneyness | out-of-the-money |
Leverage | 30.9727 |
Delta | 0.1014 |
Gamma | 0.0003 |
Theta | -0.0027 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 190.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.80 |
ROCHE GS | 246.60 |
Nestlé SA | 95.40 |
SWISSCOM N | 496.60 |
Lonza Group | 479.60 |
Name | Price |
---|---|
LOGITECH INT. | 88.16 |
Sika AG | 254.40 |
SONOVA HLDG N | 274.50 |
GEBERIT N | 538.20 |
Partners Group Ho... | 1'151.00 |