Last price paid | 0.98 | |
Change | +1.03% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +222.58% |
Year to date (YTD) | n.a. |
1 month | +20.99% |
3 months | +196.97% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 15.18 |
Premium | 0.60% |
Premium p.a. | 1.12% |
Leverage | 0.17 |
Implied volatility | 2.83 |
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 | 59.65% |
Premium p.a. | 112.23% |
Leverage | 0.84 |
Implied volatility | 282.74% |
Moneyness | in-the-money |
Leverage | 0.1749 |
Delta | -0.2076 |
Gamma | 0.0016 |
Theta | -0.0012 |
Rho | -0.0062 |
Vega | 0.0018 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 3.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.40 |
KUEHNE & NAGEL | 259.00 |
SONOVA HLDG N | 272.60 |
Lonza Group | 484.20 |
NOVARTIS N | 95.87 |
Name | Price |
---|---|
ROCHE GS | 249.50 |
Compagnie Financi... | 142.30 |
Swiss Re | 111.20 |
SWISSCOM N | 500.00 |
Nestlé SA | 92.96 |