Last price paid | 0.64 | |
Change | -4.48% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +62.82% |
Year to date (YTD) | n.a. |
1 month | +56.10% |
3 months | +77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 105.98 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 4.46 |
Implied volatility | 0.26 |
ISIN | CH1305139318 |
Symbol | BMWIFZ |
Security | 130513931 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | BMW I, DE0005190003 |
Underlying ISIN | DE0005190003 |
Strike | 100.00 |
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 | 1.55% |
Premium p.a. | 2.79% |
Leverage | 6.63 |
Implied volatility | 26.30% |
Moneyness | in-the-money |
Leverage | 4.4581 |
Delta | -0.6726 |
Gamma | 0.0011 |
Theta | -0.0004 |
Rho | -0.0193 |
Vega | 0.0113 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 86.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |