Last price paid | 0.40 | |
Change | -16.67% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -41.04% |
Year to date (YTD) | n.a. |
1 month | +21.21% |
3 months | -11.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 170.96 |
Premium | 0.09% |
Premium p.a. | 0.16% |
Leverage | 7.06 |
Implied volatility | 0.26 |
ISIN | CH1305139714 |
Symbol | SIEIGZ |
Security | 130513971 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 170.00 |
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 | 9.33% |
Premium p.a. | 16.37% |
Leverage | 21.85 |
Implied volatility | 25.81% |
Moneyness | out-of-the-money |
Leverage | 7.0599 |
Delta | -0.3231 |
Gamma | 0.0005 |
Theta | -0.0011 |
Rho | -0.0181 |
Vega | 0.0234 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 161.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |