Last price paid | 0.045 | |
Change | +12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -80.00% |
Year to date (YTD) | n.a. |
1 month | -65.38% |
3 months | -84.48% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 183.42 |
Premium | 0.13% |
Premium p.a. | 0.49% |
Leverage | 11.80 |
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 | 13.40% |
Premium p.a. | 49.39% |
Leverage | 75.00 |
Implied volatility | 29.01% |
Moneyness | out-of-the-money |
Leverage | 11.7960 |
Delta | -0.1573 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | -0.0015 |
Vega | 0.0047 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 182.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |