Last price paid | 0.32 | |
Change | +6.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -42.98% |
Year to date (YTD) | n.a. |
1 month | -51.52% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 74.75 |
Premium | 0.15% |
Premium p.a. | 0.18% |
Leverage | 6.34 |
Implied volatility | 0.26 |
ISIN | CH1305146545 |
Symbol | ALC2EZ |
Security | 130514654 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
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 | 19.03.2024 |
Premium | 14.66% |
Premium p.a. | 17.66% |
Leverage | 24.79 |
Implied volatility | 25.50% |
Moneyness | out-of-the-money |
Leverage | 6.3392 |
Delta | -0.2557 |
Gamma | 0.0017 |
Theta | -0.0009 |
Rho | -0.0198 |
Vega | 0.0236 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 68.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
ROCHE GS | 230.50 |
Givaudan | 4'233.00 |
Sika AG | 276.70 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Lonza Group | 485.40 |
UBS | 28.02 |
Partners Group Ho... | 1'197.00 |
Holcim | 79.30 |
LOGITECH INT. | 86.44 |