Last price paid | 0.28 | |
Change | -3.45% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 12.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -5.36% |
Year to date (YTD) | n.a. |
1 month | -15.15% |
3 months | +21.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 170.60 |
Premium | 0.09% |
Premium p.a. | 0.25% |
Leverage | 7.07 |
Implied volatility | 0.31 |
ISIN | CH1305135712 |
Symbol | AMZF8Z |
Security | 130513571 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 185.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.02.2024 |
Premium | 8.73% |
Premium p.a. | 24.70% |
Leverage | 12.61 |
Implied volatility | 31.24% |
Moneyness | out-of-the-money |
Leverage | 7.0720 |
Delta | 0.5610 |
Gamma | 0.0003 |
Theta | -0.0012 |
Rho | 0.0057 |
Vega | 0.0078 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 199.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.44 |
ABB Ltd | 47.96 |
Partners Group Ho... | 1'270.00 |
Sika AG | 284.00 |
Holcim | 79.08 |
Name | Price |
---|---|
SONOVA HLDG N | 281.20 |
Nestlé SA | 95.84 |
UBS | 27.41 |
SWISSCOM N | 501.00 |
Compagnie Financi... | 144.20 |