Last price paid | 0.25 | |
Change | +19.05% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -26.56% |
Year to date (YTD) | n.a. |
1 month | -10.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 178.28 |
Premium | 0.06% |
Premium p.a. | 0.18% |
Leverage | 6.24 |
Implied volatility | 0.33 |
ISIN | CH1305141264 |
Symbol | AMZ01Z |
Security | 130514126 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 180.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 04.03.2024 |
Premium | 5.73% |
Premium p.a. | 18.02% |
Leverage | 13.53 |
Implied volatility | 33.11% |
Moneyness | in-the-money |
Leverage | 6.2382 |
Delta | -0.4612 |
Gamma | 0.0003 |
Theta | -0.0008 |
Rho | -0.0054 |
Vega | 0.0071 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 166.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 502.50 |
ABB Ltd | 49.78 |
Nestlé SA | 96.24 |
Holcim | 79.30 |
GEBERIT N | 554.00 |
Name | Price |
---|---|
LOGITECH INT. | 88.30 |
Swiss Re | 113.60 |
Givaudan | 4'219.00 |
Swiss Life Hldg | 627.00 |
NOVARTIS N | 93.09 |