Last price paid | 0.18 | |
Change | +20.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -2.63% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 48.87 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 5.52 |
Implied volatility | 0.27 |
ISIN | CH1305143203 |
Symbol | BASY0Z |
Security | 130514320 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 46.00 |
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 | 5.53% |
Premium p.a. | 9.81% |
Leverage | 11.48 |
Implied volatility | 27.08% |
Moneyness | in-the-money |
Leverage | 5.5229 |
Delta | -0.4809 |
Gamma | 0.0023 |
Theta | -0.0003 |
Rho | -0.0068 |
Vega | 0.0064 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 42.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |