Last price paid | 0.42 | |
Change | -12.50% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -57.07% |
Year to date (YTD) | n.a. |
1 month | -45.45% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.99 |
Underlying price on issue | 4'982.62 |
Premium | 0.04% |
Premium p.a. | 0.12% |
Leverage | 20.29 |
Implied volatility | 0.13 |
ISIN | CH1305143682 |
Symbol | SX5P5Z |
Security | 130514368 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'950.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 08.03.2024 |
Premium | 3.78% |
Premium p.a. | 12.31% |
Leverage | 57.58 |
Implied volatility | 12.63% |
Moneyness | out-of-the-money |
Leverage | 20.2949 |
Delta | -0.3525 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0283 |
Vega | 0.0501 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 4'862.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |