Last price paid | 0.075 | |
Change | -6.25% [ -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 | 15.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -56.67% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 26.10 |
Premium | 0.14% |
Premium p.a. | 0.23% |
Leverage | 5.89 |
Implied volatility | 0.31 |
ISIN | CH1305143229 |
Symbol | BAY50Z |
Security | 130514322 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.03.2024 |
Premium | 13.54% |
Premium p.a. | 22.78% |
Leverage | 21.46 |
Implied volatility | 31.41% |
Moneyness | out-of-the-money |
Leverage | 5.8929 |
Delta | -0.2747 |
Gamma | 0.0025 |
Theta | -0.0002 |
Rho | -0.0027 |
Vega | 0.0036 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 24.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.74 |
GEBERIT N | 555.20 |
ABB Ltd | 49.83 |
SWISSCOM N | 502.50 |
Nestlé SA | 96.36 |
Name | Price |
---|---|
Givaudan | 4'194.00 |
Swiss Re | 113.95 |
SONOVA HLDG N | 283.90 |
Alcon AG | 80.12 |
Partners Group Ho... | 1'203.50 |