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 | -13.16% |
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 | 0.05% |
Premium p.a. | 0.10% |
Leverage | 6.04 |
Implied volatility | 0.26 |
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 | 5.50% |
Premium p.a. | 9.93% |
Leverage | 12.96 |
Implied volatility | 25.67% |
Moneyness | in-the-money |
Leverage | 6.0417 |
Delta | -0.4663 |
Gamma | 0.0024 |
Theta | -0.0003 |
Rho | -0.0064 |
Vega | 0.0063 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 42.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.40 |
Lonza Group | 478.20 |
Swiss Re | 111.30 |
ABB Ltd | 50.78 |
Partners Group Ho... | 1'154.50 |
Name | Price |
---|---|
Compagnie Financi... | 141.45 |
SONOVA HLDG N | 270.70 |
Nestlé SA | 94.78 |
NOVARTIS N | 93.26 |
Alcon AG | 78.46 |