Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -35.71% |
Year to date (YTD) | n.a. |
1 month | -17.65% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 157.04 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 6.81 |
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 | 11.17% |
Premium p.a. | 18.37% |
Leverage | 23.66 |
Implied volatility | 26.87% |
Moneyness | out-of-the-money |
Leverage | 6.8139 |
Delta | -0.2879 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0064 |
Vega | 0.0085 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 143.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.05 |
UBS | 27.97 |
LOGITECH INT. | 87.36 |
Givaudan | 4'223.00 |
Swiss Re | 111.90 |
Name | Price |
---|---|
Nestlé SA | 93.88 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.60 |
Partners Group Ho... | 1'261.50 |
NOVARTIS N | 93.22 |