Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -97.50% |
Year to date (YTD) | n.a. |
1 month | -93.48% |
3 months | -96.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 60.56 |
Premium | 0.10% |
Premium p.a. | 4.62% |
Leverage | 37.56 |
Implied volatility | 0.42 |
ISIN | CH1305141652 |
Symbol | PYPNRZ |
Security | 130514165 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 65.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 04.03.2024 |
Premium | 10.14% |
Premium p.a. | 462.46% |
Leverage | 525.91 |
Implied volatility | 42.08% |
Moneyness | out-of-the-money |
Leverage | 37.5553 |
Delta | 0.0714 |
Gamma | 0.0041 |
Theta | -0.0027 |
Rho | 0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 65.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 261.60 |
Partners Group Ho... | 1'175.50 |
Holcim | 82.58 |
GEBERIT N | 544.00 |
Givaudan | 4'324.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.90 |
Compagnie Financi... | 139.75 |
NOVARTIS N | 93.61 |
Nestlé SA | 94.40 |
ROCHE GS | 249.80 |