Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -21.43% |
Year to date (YTD) | n.a. |
1 month | -11.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 157.04 |
Premium | 0.09% |
Premium p.a. | 0.15% |
Leverage | 6.46 |
Implied volatility | 0.27 |
ISIN | CH1305143021 |
Symbol | AIRVYZ |
Security | 130514302 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 149.07 |
C/P type | put |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 05.03.2024 |
Premium | 8.86% |
Premium p.a. | 15.33% |
Leverage | 18.36 |
Implied volatility | 26.85% |
Moneyness | out-of-the-money |
Leverage | 6.4612 |
Delta | -0.3519 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0071 |
Vega | 0.0085 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 141.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |