Last price paid | 1.47 | |
Change | -6.96% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +35.65% |
Year to date (YTD) | n.a. |
1 month | +153.45% |
3 months | +18.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.08 |
Underlying price on issue | 909.75 |
Premium | 0.04% |
Premium p.a. | 0.09% |
Leverage | 3.46 |
Implied volatility | 0.39 |
ISIN | CH1305142585 |
Symbol | ASMZPZ |
Security | 130514258 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 920.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 05.03.2024 |
Premium | 3.62% |
Premium p.a. | 9.05% |
Leverage | 5.12 |
Implied volatility | 39.17% |
Moneyness | in-the-money |
Leverage | 3.4555 |
Delta | -0.6749 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | -0.0182 |
Vega | 0.0169 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 764.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |