Last price paid | 0.62 | |
Change | -8.82% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -33.87% |
Year to date (YTD) | n.a. |
1 month | -27.91% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.93 |
Underlying price on issue | 22.80 |
Premium | 0.02% |
Premium p.a. | 0.20% |
Leverage | 5.49 |
Implied volatility | 0.47 |
ISIN | CH1305138435 |
Symbol | PLTXMZ |
Security | 130513843 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Palantir Tchnl-A Rg, US69608A1088 |
Underlying ISIN | US69608A1088 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 21.02.2024 |
Premium | 2.31% |
Premium p.a. | 19.65% |
Leverage | 8.01 |
Implied volatility | 46.80% |
Moneyness | in-the-money |
Leverage | 5.4926 |
Delta | -0.6856 |
Gamma | 0.0280 |
Theta | -0.0027 |
Rho | -0.0047 |
Vega | 0.0060 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 21.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |