Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -95.83% |
Year to date (YTD) | n.a. |
1 month | -88.46% |
3 months | -95.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 69.28 |
Premium | 0.16% |
Premium p.a. | 1.90% |
Leverage | 23.35 |
Implied volatility | 0.35 |
ISIN | CH1305138955 |
Symbol | ALCWSZ |
Security | 130513895 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.02.2024 |
Premium | 15.63% |
Premium p.a. | 190.17% |
Leverage | 536.13 |
Implied volatility | 35.43% |
Moneyness | out-of-the-money |
Leverage | 23.3468 |
Delta | -0.0435 |
Gamma | 0.0011 |
Theta | -0.0012 |
Rho | -0.0003 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 67.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'239.00 |
ZURICH INSURANCE | 469.90 |
ABB Ltd | 49.72 |
Sika AG | 276.30 |
Name | Price |
---|---|
Lonza Group | 485.50 |
UBS | 28.02 |
Partners Group Ho... | 1'195.00 |
GEBERIT N | 556.80 |
Holcim | 79.24 |