Last price paid | 0.27 | |
Change | +3.85% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | -31.25% |
Year to date (YTD) | n.a. |
1 month | +8.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 53.35 |
Premium | 0.11% |
Premium p.a. | 0.13% |
Leverage | 6.40 |
Implied volatility | 0.24 |
ISIN | CH1305145687 |
Symbol | VON3RZ |
Security | 130514568 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 50.00 |
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 | 10.68% |
Premium p.a. | 13.44% |
Leverage | 19.24 |
Implied volatility | 23.61% |
Moneyness | out-of-the-money |
Leverage | 6.3985 |
Delta | -0.3326 |
Gamma | 0.0033 |
Theta | -0.0006 |
Rho | -0.0162 |
Vega | 0.0171 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 47.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |