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 | -93.75% |
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. | 3.12% |
Leverage | 37.00 |
Implied volatility | 0.37 |
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 | 8.54% |
Premium p.a. | 311.76% |
Leverage | 523.73 |
Implied volatility | 36.55% |
Moneyness | out-of-the-money |
Leverage | 36.9992 |
Delta | -0.0706 |
Gamma | 0.0028 |
Theta | -0.0031 |
Rho | -0.0002 |
Vega | 0.0017 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 71.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'356.00 |
ABB Ltd | 50.78 |
Lonza Group | 477.10 |
Swiss Life Hldg | 643.00 |
Swiss Re | 110.95 |
Name | Price |
---|---|
Compagnie Financi... | 141.20 |
Nestlé SA | 94.72 |
Alcon AG | 78.38 |
NOVARTIS N | 93.34 |
SONOVA HLDG N | 271.90 |