Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.36% |
Year to date (YTD) | n.a. |
1 month | -65.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 171.41 |
Premium | 0.08% |
Premium p.a. | 0.79% |
Leverage | 19.42 |
Implied volatility | 0.29 |
ISIN | CH1305139433 |
Symbol | AMZFZZ |
Security | 130513943 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 170.00 |
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 | 8.28% |
Premium p.a. | 79.49% |
Leverage | 111.35 |
Implied volatility | 28.52% |
Moneyness | out-of-the-money |
Leverage | 19.4234 |
Delta | -0.1744 |
Gamma | 0.0003 |
Theta | -0.0010 |
Rho | -0.0006 |
Vega | 0.0028 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 168.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.93 |
LOGITECH INT. | 82.94 |
Sika AG | 283.00 |
Partners Group Ho... | 1'263.00 |
Alcon AG | 80.38 |
Name | Price |
---|---|
SONOVA HLDG N | 280.60 |
Lonza Group | 519.60 |
Nestlé SA | 95.48 |
KUEHNE & NAGEL | 246.20 |
Swiss Re | 109.40 |