Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -28.13% |
Year to date (YTD) | n.a. |
1 month | +22.22% |
3 months | -8.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 186.32 |
Premium | 0.24% |
Premium p.a. | 0.28% |
Leverage | 8.37 |
Implied volatility | 0.23 |
ISIN | CH1305134954 |
Symbol | AAP6BZ |
Security | 130513495 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 230.00 |
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 | 24.47% |
Premium p.a. | 28.36% |
Leverage | 29.99 |
Implied volatility | 23.07% |
Moneyness | out-of-the-money |
Leverage | 8.3745 |
Delta | 0.2792 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | 0.0073 |
Vega | 0.0107 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 236.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.95 |
Swiss Re | 109.30 |
LOGITECH INT. | 82.62 |
NOVARTIS N | 93.61 |
Nestlé SA | 96.28 |
Name | Price |
---|---|
Partners Group Ho... | 1'258.50 |
ABB Ltd | 47.05 |
Alcon AG | 80.10 |
GEBERIT N | 560.60 |
Holcim | 78.02 |