Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.72% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 268.40 |
Premium | 0.12% |
Premium p.a. | 2.94% |
Leverage | 24.39 |
Implied volatility | 0.44 |
ISIN | CH1305143849 |
Symbol | SPO3FZ |
Security | 130514384 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Spotify Tech Rg, LU1778762911 |
Underlying ISIN | LU1778762911 |
Strike | 270.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 08.03.2024 |
Premium | 12.09% |
Premium p.a. | 294.27% |
Leverage | 341.93 |
Implied volatility | 44.28% |
Moneyness | out-of-the-money |
Leverage | 24.3929 |
Delta | -0.0713 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | -0.0002 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 269.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
SONOVA HLDG N | 281.00 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
Swiss Re | 110.60 |