Last price paid | 0.21 | |
Change | -8.70% [ -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 | -63.39% |
Year to date (YTD) | n.a. |
1 month | -8.70% |
3 months | -44.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 152.60 |
Premium | 0.07% |
Premium p.a. | 0.15% |
Leverage | 11.72 |
Implied volatility | 0.18 |
ISIN | CH1305146248 |
Symbol | ALLDVZ |
Security | 130514624 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Allreal Hldg N, CH0008837566 |
Underlying ISIN | CH0008837566 |
Strike | 150.00 |
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 | 7.42% |
Premium p.a. | 14.65% |
Leverage | 38.44 |
Implied volatility | 17.57% |
Moneyness | out-of-the-money |
Leverage | 11.7162 |
Delta | -0.3048 |
Gamma | 0.0009 |
Theta | -0.0008 |
Rho | -0.0132 |
Vega | 0.0196 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 145.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |