Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | -92.50% |
Year to date (YTD) | n.a. |
1 month | -72.73% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 178.48 |
Premium | 0.17% |
Premium p.a. | 8.77% |
Leverage | 19.32 |
Implied volatility | 0.85 |
ISIN | CH1305141215 |
Symbol | AAPZTZ |
Security | 130514121 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 175.00 |
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 | 16.82% |
Premium p.a. | 877.05% |
Leverage | 356.38 |
Implied volatility | 84.79% |
Moneyness | out-of-the-money |
Leverage | 19.3195 |
Delta | -0.0542 |
Gamma | 0.0001 |
Theta | -0.0032 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 174.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |