Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.63% |
Year to date (YTD) | n.a. |
1 month | -94.44% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 74.76 |
Premium | 0.09% |
Premium p.a. | 4.89% |
Leverage | 39.08 |
Implied volatility | 0.44 |
ISIN | CH1305145224 |
Symbol | ALCQEZ |
Security | 130514522 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 72.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 18.03.2024 |
Premium | 9.38% |
Premium p.a. | 489.29% |
Leverage | 755.62 |
Implied volatility | 43.78% |
Moneyness | out-of-the-money |
Leverage | 39.0752 |
Delta | -0.0517 |
Gamma | 0.0022 |
Theta | -0.0034 |
Rho | -0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 71.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |