Last price paid | 0.08 | |
Change | +14.29% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -75.71% |
Year to date (YTD) | n.a. |
1 month | -55.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 46.98 |
Premium | 0.20% |
Premium p.a. | 0.60% |
Leverage | 8.56 |
Implied volatility | 0.36 |
ISIN | CH1305141017 |
Symbol | BAEUSZ |
Security | 130514101 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 20.15% |
Premium p.a. | 60.29% |
Leverage | 63.58 |
Implied volatility | 36.42% |
Moneyness | out-of-the-money |
Leverage | 8.5571 |
Delta | -0.1346 |
Gamma | 0.0019 |
Theta | -0.0010 |
Rho | -0.0027 |
Vega | 0.0068 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 43.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.85 |
SWISSCOM N | 491.00 |
LOGITECH INT. | 86.74 |
ZURICH INSURANCE | 467.50 |
SONOVA HLDG N | 287.50 |
Name | Price |
---|---|
UBS | 27.98 |
Lonza Group | 489.60 |
GEBERIT N | 555.40 |
Swiss Life Hldg | 625.40 |
Sika AG | 274.00 |