Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -96.33% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | -81.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 229.88 |
Premium | 0.12% |
Premium p.a. | 4.12% |
Leverage | 35.19 |
Implied volatility | 0.42 |
ISIN | CH1305138930 |
Symbol | ROGVPZ |
Security | 130513893 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 215.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 21.02.2024 |
Premium | 12.41% |
Premium p.a. | 411.66% |
Leverage | 1'114.55 |
Implied volatility | 41.55% |
Moneyness | out-of-the-money |
Leverage | 35.1949 |
Delta | -0.0316 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 214.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.36 |
Swiss Life Hldg | 636.60 |
ABB Ltd | 50.18 |
ZURICH INSURANCE | 474.10 |
Swiss Re | 109.50 |
Name | Price |
---|---|
Alcon AG | 78.82 |
Compagnie Financi... | 141.10 |
NOVARTIS N | 93.56 |
SONOVA HLDG N | 272.90 |
Lonza Group | 475.00 |