Last price paid | 0.48 | |
Change | +6.67% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | -27.61% |
Year to date (YTD) | n.a. |
1 month | +45.45% |
3 months | +2.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 170.96 |
Premium | 0.07% |
Premium p.a. | 0.13% |
Leverage | 6.65 |
Implied volatility | 0.25 |
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 | 7.26% |
Premium p.a. | 12.67% |
Leverage | 17.15 |
Implied volatility | 25.27% |
Moneyness | out-of-the-money |
Leverage | 6.6482 |
Delta | -0.3877 |
Gamma | 0.0006 |
Theta | -0.0011 |
Rho | -0.0212 |
Vega | 0.0241 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 159.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |