Last price paid | 0.055 | |
Change | +10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 20.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -84.21% |
Year to date (YTD) | n.a. |
1 month | -69.44% |
3 months | -86.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 23.92 |
Premium | 0.74% |
Premium p.a. | 2.03% |
Leverage | 7.21 |
Implied volatility | 0.57 |
ISIN | CH1305136769 |
Symbol | PLT1PZ |
Security | 130513676 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Palantir Tchnl-A Rg, US69608A1088 |
Underlying ISIN | US69608A1088 |
Strike | 38.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 12.02.2024 |
Premium | 74.09% |
Premium p.a. | 203.33% |
Leverage | 83.15 |
Implied volatility | 57.00% |
Moneyness | out-of-the-money |
Leverage | 7.2094 |
Delta | 0.0867 |
Gamma | 0.0057 |
Theta | -0.0011 |
Rho | 0.0014 |
Vega | 0.0048 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 38.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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