Last price paid | 0.015 | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.33% |
Year to date (YTD) | n.a. |
1 month | -81.25% |
3 months | -96.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 4'902.05 |
Premium | 0.03% |
Premium p.a. | 1.37% |
Leverage | 125.23 |
Implied volatility | 0.13 |
ISIN | CH1305142262 |
Symbol | SX5K4Z |
Security | 130514226 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'800.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.03.2024 |
Premium | 3.00% |
Premium p.a. | 136.85% |
Leverage | 2'360.45 |
Implied volatility | 12.69% |
Moneyness | out-of-the-money |
Leverage | 125.2334 |
Delta | -0.0531 |
Gamma | 0.0001 |
Theta | -0.0028 |
Rho | -0.0003 |
Vega | 0.0038 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 4'797.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |