Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -73.81% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 56.06 |
Premium | 0.26% |
Premium p.a. | 0.43% |
Leverage | 8.42 |
Implied volatility | 0.29 |
ISIN | CH1305143245 |
Symbol | BOS3PZ |
Security | 130514324 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.03.2024 |
Premium | 25.57% |
Premium p.a. | 43.01% |
Leverage | 34.82 |
Implied volatility | 29.03% |
Moneyness | out-of-the-money |
Leverage | 8.4202 |
Delta | 0.2419 |
Gamma | 0.0012 |
Theta | -0.0004 |
Rho | 0.0024 |
Vega | 0.0046 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 61.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'180.00 |
LOGITECH INT. | 88.80 |
Partners Group Ho... | 1'198.00 |
SONOVA HLDG N | 283.40 |
NOVARTIS N | 92.77 |