Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 29.02.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -60.20% |
Year to date (YTD) | n.a. |
1 month | -38.71% |
3 months | -26.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 171.41 |
Premium | 0.11% |
Premium p.a. | 0.23% |
Leverage | 5.41 |
Implied volatility | 0.35 |
ISIN | CH1305139490 |
Symbol | AMZZ2Z |
Security | 130513949 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 180.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 22.02.2024 |
Premium | 11.50% |
Premium p.a. | 23.06% |
Leverage | 16.43 |
Implied volatility | 34.71% |
Moneyness | out-of-the-money |
Leverage | 5.4061 |
Delta | -0.3290 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | -0.0062 |
Vega | 0.0082 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 168.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.85 |
SONOVA HLDG N | 303.10 |
Alcon AG | 84.62 |
ROCHE GS | 272.50 |
Sika AG | 281.20 |
Name | Price |
---|---|
Holcim | 83.38 |
ABB Ltd | 49.44 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.20 |
SWISSCOM N | 553.50 |