Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -65.38% |
Year to date (YTD) | n.a. |
1 month | -23.08% |
3 months | -16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 31.27 |
Premium | 0.09% |
Premium p.a. | 0.33% |
Leverage | 9.58 |
Implied volatility | 0.29 |
ISIN | CH1305139664 |
Symbol | RWEQZZ |
Security | 130513966 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 30.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.02.2024 |
Premium | 9.45% |
Premium p.a. | 33.47% |
Leverage | 33.76 |
Implied volatility | 29.10% |
Moneyness | out-of-the-money |
Leverage | 9.5794 |
Delta | -0.2838 |
Gamma | 0.0036 |
Theta | -0.0003 |
Rho | -0.0013 |
Vega | 0.0027 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 29.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |