Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -96.55% |
Year to date (YTD) | n.a. |
1 month | -78.57% |
3 months | -86.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 171.41 |
Premium | 0.11% |
Premium p.a. | 5.62% |
Leverage | 26.17 |
Implied volatility | 0.59 |
ISIN | CH1305139458 |
Symbol | AMZ2MZ |
Security | 130513945 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 10.78% |
Premium p.a. | 561.86% |
Leverage | 322.24 |
Implied volatility | 59.19% |
Moneyness | out-of-the-money |
Leverage | 26.1711 |
Delta | -0.0812 |
Gamma | 0.0002 |
Theta | -0.0027 |
Rho | -0.0001 |
Vega | 0.0007 |
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 |
---|---|
Compagnie Financi... | 133.20 |
SONOVA HLDG N | 304.10 |
Sika AG | 281.90 |
Alcon AG | 84.40 |
Partners Group Ho... | 1'268.00 |
Name | Price |
---|---|
Holcim | 83.80 |
ABB Ltd | 49.68 |
Lonza Group | 537.80 |
Givaudan | 4'595.00 |
Swiss Re | 117.30 |