Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 3'923.50 |
Premium | 0.10% |
Premium p.a. | 0.83% |
Leverage | 25.36 |
Implied volatility | 0.24 |
ISIN | CH1305144284 |
Symbol | GIV43Z |
Security | 130514428 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 3'800.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 11.03.2024 |
Premium | 9.51% |
Premium p.a. | 82.64% |
Leverage | 238.86 |
Implied volatility | 23.61% |
Moneyness | out-of-the-money |
Leverage | 25.3586 |
Delta | -0.1062 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0011 |
Vega | 0.0052 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 3'782.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |