Last price paid | 0.04 | |
Change | -33.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -82.00% |
Year to date (YTD) | n.a. |
1 month | -78.95% |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 183.42 |
Premium | 0.14% |
Premium p.a. | 0.50% |
Leverage | 11.87 |
Implied volatility | 0.29 |
ISIN | CH1305139789 |
Symbol | AAP48Z |
Security | 130513978 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 185.00 |
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 | 14.37% |
Premium p.a. | 49.96% |
Leverage | 84.36 |
Implied volatility | 28.74% |
Moneyness | out-of-the-money |
Leverage | 11.8684 |
Delta | -0.1407 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | -0.0014 |
Vega | 0.0045 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 182.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |