Last price paid | 0.085 | |
Change | -5.56% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -69.23% |
Year to date (YTD) | n.a. |
1 month | -46.88% |
3 months | -72.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 183.42 |
Premium | 0.20% |
Premium p.a. | 0.27% |
Leverage | 6.98 |
Implied volatility | 0.29 |
ISIN | CH1305139805 |
Symbol | AAPO4Z |
Security | 130513980 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 175.00 |
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 | 20.12% |
Premium p.a. | 26.71% |
Leverage | 47.89 |
Implied volatility | 28.63% |
Moneyness | out-of-the-money |
Leverage | 6.9847 |
Delta | -0.1458 |
Gamma | 0.0001 |
Theta | -0.0003 |
Rho | -0.0038 |
Vega | 0.0076 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 170.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |