Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -43.10% |
Year to date (YTD) | n.a. |
1 month | -57.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 178.48 |
Premium | 0.10% |
Premium p.a. | 0.14% |
Leverage | 6.71 |
Implied volatility | 0.25 |
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 | 9.66% |
Premium p.a. | 14.15% |
Leverage | 20.97 |
Implied volatility | 25.33% |
Moneyness | out-of-the-money |
Leverage | 6.7086 |
Delta | -0.3199 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0064 |
Vega | 0.0101 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 170.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |