Last price paid | 0.03 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 46.98 |
Premium | 0.19% |
Premium p.a. | 2.92% |
Leverage | 14.67 |
Implied volatility | 0.57 |
ISIN | CH1305140852 |
Symbol | BAE1XZ |
Security | 130514085 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 44.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 29.02.2024 |
Premium | 19.19% |
Premium p.a. | 291.86% |
Leverage | 216.56 |
Implied volatility | 57.18% |
Moneyness | out-of-the-money |
Leverage | 14.6684 |
Delta | -0.0677 |
Gamma | 0.0016 |
Theta | -0.0021 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 43.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.50 |
Lonza Group | 492.70 |
Nestlé SA | 97.72 |
ROCHE GS | 235.00 |
SONOVA HLDG N | 285.70 |
Name | Price |
---|---|
UBS | 28.03 |
Swiss Re | 112.55 |
ABB Ltd | 49.51 |
ZURICH INSURANCE | 472.00 |
Holcim | 78.40 |