Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 01.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.38% |
Year to date (YTD) | n.a. |
1 month | -71.43% |
3 months | -90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 461.65 |
Premium | 0.09% |
Premium p.a. | 4.56% |
Leverage | 43.92 |
Implied volatility | 0.40 |
ISIN | CH1305140357 |
Symbol | ZUREPZ |
Security | 130514035 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 440.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 23.02.2024 |
Premium | 8.75% |
Premium p.a. | 456.09% |
Leverage | 917.33 |
Implied volatility | 39.71% |
Moneyness | out-of-the-money |
Leverage | 43.9182 |
Delta | -0.0479 |
Gamma | 0.0001 |
Theta | -0.0034 |
Rho | -0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 439.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 251.30 |
NOVARTIS N | 94.07 |
Swiss Life Hldg | 651.60 |
SWISSCOM N | 498.00 |
ZURICH INSURANCE | 482.80 |
Name | Price |
---|---|
Holcim | 78.16 |
ABB Ltd | 49.64 |
UBS | 27.25 |
Partners Group Ho... | 1'152.00 |
Sika AG | 255.20 |