Last price paid | 0.55 | |
Change | -3.51% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -56.40% |
Year to date (YTD) | n.a. |
1 month | -36.78% |
3 months | -38.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.25 |
Underlying price on issue | 472.04 |
Premium | 0.08% |
Premium p.a. | 0.32% |
Leverage | 6.62 |
Implied volatility | 0.38 |
ISIN | CH1305135852 |
Symbol | METMCZ |
Security | 130513585 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 500.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.02.2024 |
Premium | 8.27% |
Premium p.a. | 32.47% |
Leverage | 16.86 |
Implied volatility | 38.09% |
Moneyness | out-of-the-money |
Leverage | 6.6187 |
Delta | -0.3925 |
Gamma | 0.0001 |
Theta | -0.0032 |
Rho | -0.0086 |
Vega | 0.0178 |
Fair value | 0.55 |
Intrinsic value | n.a. |
Break-even | 469.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |