Last price paid | 0.025 | |
Change | -28.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -86.84% |
Year to date (YTD) | n.a. |
1 month | -87.50% |
3 months | -86.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 649.20 |
Premium | 0.05% |
Premium p.a. | 1.06% |
Leverage | 39.62 |
Implied volatility | 0.22 |
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 | 4.95% |
Premium p.a. | 106.23% |
Leverage | 251.44 |
Implied volatility | 22.15% |
Moneyness | out-of-the-money |
Leverage | 39.6233 |
Delta | -0.1576 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | -0.0005 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 597.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |