Last price paid | 0.93 | |
Change | +1.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | +200.00% |
Year to date (YTD) | n.a. |
1 month | +13.41% |
3 months | +200.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 15.18 |
Premium | 0.54% |
Premium p.a. | 0.98% |
Leverage | 0.23 |
Implied volatility | 2.48 |
ISIN | CH1305142965 |
Symbol | VARM5Z |
Security | 130514296 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 14.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.03.2024 |
Premium | 54.41% |
Premium p.a. | 97.83% |
Leverage | 0.96 |
Implied volatility | 247.56% |
Moneyness | in-the-money |
Leverage | 0.2281 |
Delta | -0.2369 |
Gamma | 0.0019 |
Theta | -0.0011 |
Rho | -0.0064 |
Vega | 0.0021 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 4.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |