Last price paid | 0.075 | |
Change | -37.50% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -88.52% |
Year to date (YTD) | n.a. |
1 month | -72.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 268.40 |
Premium | 0.11% |
Premium p.a. | 0.97% |
Leverage | 15.06 |
Implied volatility | 0.35 |
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 | 11.38% |
Premium p.a. | 96.64% |
Leverage | 97.32 |
Implied volatility | 35.17% |
Moneyness | out-of-the-money |
Leverage | 15.0552 |
Delta | -0.1547 |
Gamma | 0.0002 |
Theta | -0.0021 |
Rho | -0.0013 |
Vega | 0.0056 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 266.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |