Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 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 | -55.56% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 125.55 |
Premium | 0.16% |
Premium p.a. | 0.58% |
Leverage | 4.01 |
Implied volatility | 0.60 |
ISIN | CH1305143344 |
Symbol | RDC0NZ |
Security | 130514334 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 08.03.2024 |
Premium | 16.12% |
Premium p.a. | 58.25% |
Leverage | 12.28 |
Implied volatility | 60.34% |
Moneyness | out-of-the-money |
Leverage | 4.0089 |
Delta | -0.3265 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | -0.0006 |
Vega | 0.0009 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 109.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.05 |
SONOVA HLDG N | 303.30 |
Sika AG | 281.40 |
ROCHE GS | 272.20 |
Nestlé SA | 85.30 |
Name | Price |
---|---|
Holcim | 84.00 |
ABB Ltd | 49.65 |
Lonza Group | 535.80 |
Swiss Re | 117.35 |
Givaudan | 4'600.00 |