Last price paid | 1.25 | |
Change | -1.57% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +55.63% |
Year to date (YTD) | n.a. |
1 month | +62.34% |
3 months | +119.30% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.80 |
Underlying price on issue | 829.50 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 4.67 |
Implied volatility | 0.26 |
ISIN | CH1305137627 |
Symbol | MC0LYZ |
Security | 130513762 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | LVMH, FR0000121014 |
Underlying ISIN | FR0000121014 |
Strike | 800.00 |
C/P type | put |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 16.02.2024 |
Premium | 2.78% |
Premium p.a. | 5.14% |
Leverage | 6.87 |
Implied volatility | 25.89% |
Moneyness | in-the-money |
Leverage | 4.6653 |
Delta | -0.6790 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0265 |
Vega | 0.0220 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 695.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |