Last price paid | 0.21 | |
Change | -8.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -56.48% |
Year to date (YTD) | n.a. |
1 month | -68.18% |
3 months | -56.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 46.93 |
Premium | 0.10% |
Premium p.a. | 0.17% |
Leverage | 10.40 |
Implied volatility | 0.19 |
ISIN | CH1305137635 |
Symbol | UNATMZ |
Security | 130513763 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 46.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 16.02.2024 |
Premium | 10.34% |
Premium p.a. | 17.39% |
Leverage | 42.13 |
Implied volatility | 19.42% |
Moneyness | out-of-the-money |
Leverage | 10.3983 |
Delta | -0.2468 |
Gamma | 0.0085 |
Theta | -0.0010 |
Rho | -0.0135 |
Vega | 0.0239 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 44.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 490.80 |
Compagnie Financi... | 143.65 |
ROCHE GS | 228.70 |
KUEHNE & NAGEL | 249.50 |
Givaudan | 4'227.00 |
Name | Price |
---|---|
Lonza Group | 496.70 |
Sika AG | 277.00 |
Partners Group Ho... | 1'204.50 |
Alcon AG | 81.18 |
Holcim | 79.50 |