Last price paid | 0.045 | |
Change | -18.18% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 07.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -76.47% |
Year to date (YTD) | n.a. |
1 month | -62.50% |
3 months | -77.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 186.37 |
Premium | 0.24% |
Premium p.a. | 0.40% |
Leverage | 8.52 |
Implied volatility | 0.30 |
ISIN | CH1305135423 |
Symbol | AAP6CZ |
Security | 130513542 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 165.00 |
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 | 23.60% |
Premium p.a. | 40.07% |
Leverage | 95.53 |
Implied volatility | 29.85% |
Moneyness | out-of-the-money |
Leverage | 8.5229 |
Delta | -0.0892 |
Gamma | 0.0001 |
Theta | -0.0003 |
Rho | -0.0018 |
Vega | 0.0047 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 162.77 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
SONOVA HLDG N | 274.10 |
KUEHNE & NAGEL | 260.10 |
Lonza Group | 485.80 |
Swiss Life Hldg | 654.20 |
Name | Price |
---|---|
Compagnie Financi... | 142.00 |
ROCHE GS | 249.80 |
UBS | 26.22 |
ZURICH INSURANCE | 480.10 |
Swiss Re | 111.25 |