Last price paid | 0.30 | |
Change | +3.45% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -37.76% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -23.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 171.41 |
Premium | 0.11% |
Premium p.a. | 0.15% |
Leverage | 3.87 |
Implied volatility | 0.36 |
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 | 11.30% |
Premium p.a. | 14.53% |
Leverage | 10.74 |
Implied volatility | 35.72% |
Moneyness | out-of-the-money |
Leverage | 3.8675 |
Delta | -0.3601 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | -0.0116 |
Vega | 0.0108 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 162.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.33 |
Swiss Life Hldg | 637.00 |
ABB Ltd | 50.24 |
Givaudan | 4'323.00 |
Swiss Re | 109.45 |
Name | Price |
---|---|
NOVARTIS N | 93.74 |
ROCHE GS | 244.40 |
Compagnie Financi... | 142.10 |
Alcon AG | 79.56 |
Lonza Group | 476.40 |