Last price paid | 0.14 | |
Change | +64.71% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -56.25% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 178.28 |
Premium | 0.02% |
Premium p.a. | 0.27% |
Leverage | 16.61 |
Implied volatility | 0.26 |
ISIN | CH1305141256 |
Symbol | AMZZXZ |
Security | 130514125 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
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 | 1.86% |
Premium p.a. | 27.12% |
Leverage | 30.35 |
Implied volatility | 26.09% |
Moneyness | in-the-money |
Leverage | 16.6105 |
Delta | -0.5472 |
Gamma | 0.0007 |
Theta | -0.0015 |
Rho | -0.0013 |
Vega | 0.0033 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 174.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 502.50 |
ABB Ltd | 49.78 |
Nestlé SA | 96.24 |
GEBERIT N | 554.00 |
Holcim | 79.28 |
Name | Price |
---|---|
LOGITECH INT. | 88.34 |
Swiss Re | 113.60 |
Givaudan | 4'219.00 |
Swiss Life Hldg | 627.00 |
NOVARTIS N | 93.06 |