Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.91% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 228.73 |
Premium | 0.14% |
Premium p.a. | 2.36% |
Leverage | 27.17 |
Implied volatility | 0.37 |
ISIN | CH1305140753 |
Symbol | ROG07Z |
Security | 130514075 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 210.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 27.02.2024 |
Premium | 13.60% |
Premium p.a. | 236.43% |
Leverage | 606.50 |
Implied volatility | 36.50% |
Moneyness | out-of-the-money |
Leverage | 27.1708 |
Delta | -0.0448 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | -0.0002 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 209.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |