Last price paid | 0.15 | |
Change | -11.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -80.15% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.68 |
Underlying price on issue | 132.00 |
Premium | 0.17% |
Premium p.a. | 0.33% |
Leverage | 9.20 |
Implied volatility | 0.27 |
ISIN | CH1305146263 |
Symbol | BKWM4Z |
Security | 130514626 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 130.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 16.63% |
Premium p.a. | 33.00% |
Leverage | 56.56 |
Implied volatility | 26.53% |
Moneyness | out-of-the-money |
Leverage | 9.2025 |
Delta | -0.1627 |
Gamma | 0.0004 |
Theta | -0.0009 |
Rho | -0.0069 |
Vega | 0.0133 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 127.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.62 |
Compagnie Financi... | 120.75 |
Givaudan | 4'629.00 |
Holcim | 84.28 |
Sika AG | 275.40 |
Name | Price |
---|---|
LOGITECH INT. | 72.36 |
UBS | 25.81 |
Swiss Life Hldg | 713.20 |
Lonza Group | 534.80 |
Partners Group Ho... | 1'235.00 |