Last price paid | 0.04 | |
Change | +100.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.16% |
Year to date (YTD) | n.a. |
1 month | -20.00% |
3 months | -82.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.77 |
Underlying price on issue | 4'661.08 |
Premium | 0.05% |
Premium p.a. | 1.34% |
Leverage | 51.30 |
Implied volatility | 0.21 |
ISIN | CH1305135407 |
Symbol | SX544Z |
Security | 130513540 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'600.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 31.01.2024 |
Premium | 5.14% |
Premium p.a. | 133.93% |
Leverage | 512.20 |
Implied volatility | 20.66% |
Moneyness | out-of-the-money |
Leverage | 51.2985 |
Delta | -0.1002 |
Gamma | 0.0000 |
Theta | -0.0054 |
Rho | -0.0009 |
Vega | 0.0079 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 4'590.55 |
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 |