Last price paid | 0.28 | |
Change | -6.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 04.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -49.07% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 465.50 |
Premium | 0.08% |
Premium p.a. | 0.12% |
Leverage | 10.67 |
Implied volatility | 0.17 |
ISIN | CH1305140613 |
Symbol | ZURJTZ |
Security | 130514061 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 450.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.02.2024 |
Premium | 7.53% |
Premium p.a. | 11.75% |
Leverage | 34.31 |
Implied volatility | 16.92% |
Moneyness | out-of-the-money |
Leverage | 10.6731 |
Delta | -0.3111 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0206 |
Vega | 0.0267 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 436.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
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Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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