Last price paid | 0.08 | |
Change | +14.29% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 11.03.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -74.14% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -72.41% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 178.48 |
Premium | 0.17% |
Premium p.a. | 0.29% |
Leverage | 8.03 |
Implied volatility | 0.28 |
ISIN | CH1305141223 |
Symbol | AAP3EZ |
Security | 130514122 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
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 | 17.27% |
Premium p.a. | 29.04% |
Leverage | 50.65 |
Implied volatility | 27.88% |
Moneyness | out-of-the-money |
Leverage | 8.0332 |
Delta | -0.1586 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0032 |
Vega | 0.0071 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 175.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |