Last price paid | 0.56 | |
Change | -1.75% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +70.51% |
Year to date (YTD) | n.a. |
1 month | +9.80% |
3 months | +60.00% |
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 | 4.30 |
Implied volatility | 0.27 |
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. | 2.91% |
Leverage | 6.30 |
Implied volatility | 27.43% |
Moneyness | in-the-money |
Leverage | 4.2959 |
Delta | -0.6824 |
Gamma | 0.0011 |
Theta | -0.0004 |
Rho | -0.0187 |
Vega | 0.0109 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 86.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.80 |
Sika AG | 258.70 |
Lonza Group | 485.20 |
NOVARTIS N | 96.08 |
Givaudan | 4'351.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.85 |
ROCHE GS | 249.90 |
Partners Group Ho... | 1'137.50 |
Swiss Re | 111.15 |
UBS | 26.22 |