Last price paid | 0.18 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 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 | -42.19% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 178.28 |
Premium | 0.07% |
Premium p.a. | 0.21% |
Leverage | 6.89 |
Implied volatility | 0.31 |
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 | 7.47% |
Premium p.a. | 21.13% |
Leverage | 18.06 |
Implied volatility | 31.33% |
Moneyness | out-of-the-money |
Leverage | 6.8947 |
Delta | -0.3819 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | -0.0052 |
Vega | 0.0076 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 169.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.89 |
LOGITECH INT. | 82.86 |
Sika AG | 283.20 |
Partners Group Ho... | 1'261.50 |
Alcon AG | 80.26 |
Name | Price |
---|---|
SONOVA HLDG N | 280.00 |
Lonza Group | 519.60 |
Nestlé SA | 95.40 |
Swiss Re | 109.20 |
UBS | 27.35 |