Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -56.90% |
Year to date (YTD) | n.a. |
1 month | -43.48% |
3 months | -60.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 178.48 |
Premium | 0.12% |
Premium p.a. | 0.18% |
Leverage | 7.32 |
Implied volatility | 0.26 |
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 | 11.62% |
Premium p.a. | 18.05% |
Leverage | 27.93 |
Implied volatility | 25.62% |
Moneyness | out-of-the-money |
Leverage | 7.3183 |
Delta | -0.2620 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0051 |
Vega | 0.0090 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 172.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 510.60 |
Sika AG | 274.60 |
ROCHE GS | 239.00 |
Alcon AG | 82.22 |
SONOVA HLDG N | 290.20 |
Name | Price |
---|---|
ABB Ltd | 50.32 |
Partners Group Ho... | 1'178.00 |
Swiss Life Hldg | 638.40 |
UBS | 28.34 |
Holcim | 79.62 |