Last price paid | 0.54 | |
Change | -6.90% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -30.52% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.77 |
Underlying price on issue | 195.95 |
Premium | 0.09% |
Premium p.a. | 0.11% |
Leverage | 6.77 |
Implied volatility | 0.22 |
ISIN | CH1305146024 |
Symbol | FHZQNZ |
Security | 130514602 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 188.70 |
C/P type | put |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 19.03.2024 |
Premium | 8.75% |
Premium p.a. | 11.06% |
Leverage | 18.36 |
Implied volatility | 21.61% |
Moneyness | out-of-the-money |
Leverage | 6.7665 |
Delta | -0.3685 |
Gamma | 0.0005 |
Theta | -0.0011 |
Rho | -0.0329 |
Vega | 0.0330 |
Fair value | 0.54 |
Intrinsic value | n.a. |
Break-even | 179.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |