Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
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 | -52.04% |
Year to date (YTD) | n.a. |
1 month | -41.03% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 49.51 |
Premium | 0.19% |
Premium p.a. | 0.23% |
Leverage | 5.20 |
Implied volatility | 0.31 |
ISIN | CH1305146123 |
Symbol | BAEQHZ |
Security | 130514612 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 46.00 |
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 | 19.23% |
Premium p.a. | 23.08% |
Leverage | 23.00 |
Implied volatility | 31.42% |
Moneyness | out-of-the-money |
Leverage | 5.2014 |
Delta | -0.2262 |
Gamma | 0.0019 |
Theta | -0.0007 |
Rho | -0.0121 |
Vega | 0.0148 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 43.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |