Last price paid | 0.41 | |
Change | -2.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -27.68% |
Year to date (YTD) | n.a. |
1 month | +5.13% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 152.60 |
Premium | 0.06% |
Premium p.a. | 0.08% |
Leverage | 7.77 |
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 | 6.27% |
Premium p.a. | 8.15% |
Leverage | 18.69 |
Implied volatility | 18.36% |
Moneyness | out-of-the-money |
Leverage | 7.7692 |
Delta | -0.4157 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | -0.0273 |
Vega | 0.0259 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 141.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.00 |
Sika AG | 261.10 |
Holcim | 82.54 |
GEBERIT N | 543.80 |
Givaudan | 4'311.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.55 |
KUEHNE & NAGEL | 258.90 |
NOVARTIS N | 93.49 |
Nestlé SA | 94.22 |
ROCHE GS | 249.50 |