Last price paid | 0.04 | |
Change | +14.29% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -81.58% |
Year to date (YTD) | n.a. |
1 month | -80.95% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 649.20 |
Premium | 0.05% |
Premium p.a. | 0.65% |
Leverage | 33.58 |
Implied volatility | 0.19 |
ISIN | CH1305139219 |
Symbol | SLH3YZ |
Security | 130513921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 600.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 21.02.2024 |
Premium | 4.99% |
Premium p.a. | 64.99% |
Leverage | 179.37 |
Implied volatility | 19.32% |
Moneyness | out-of-the-money |
Leverage | 33.5758 |
Delta | -0.1872 |
Gamma | 0.0001 |
Theta | -0.0016 |
Rho | -0.0009 |
Vega | 0.0046 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 596.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |