Last price paid | 0.44 | |
Change | +4.76% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -35.07% |
Year to date (YTD) | n.a. |
1 month | -8.33% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 170.96 |
Premium | 0.09% |
Premium p.a. | 0.14% |
Leverage | 6.84 |
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 | 8.59% |
Premium p.a. | 14.25% |
Leverage | 19.85 |
Implied volatility | 25.21% |
Moneyness | out-of-the-money |
Leverage | 6.8376 |
Delta | -0.3444 |
Gamma | 0.0005 |
Theta | -0.0011 |
Rho | -0.0205 |
Vega | 0.0247 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 161.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |