Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -95.23% |
Year to date (YTD) | n.a. |
1 month | -57.14% |
3 months | -90.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 171.41 |
Premium | 0.09% |
Premium p.a. | 4.68% |
Leverage | 29.56 |
Implied volatility | 0.51 |
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 | 8.97% |
Premium p.a. | 467.58% |
Leverage | 316.35 |
Implied volatility | 51.29% |
Moneyness | out-of-the-money |
Leverage | 29.5599 |
Delta | -0.0934 |
Gamma | 0.0003 |
Theta | -0.0027 |
Rho | -0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 169.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.10 |
KUEHNE & NAGEL | 259.20 |
SONOVA HLDG N | 272.80 |
Lonza Group | 485.00 |
Givaudan | 4'351.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.90 |
ROCHE GS | 249.50 |
Swiss Re | 111.10 |
SWISSCOM N | 499.60 |
Partners Group Ho... | 1'140.00 |