Last price paid | 0.08 | |
Change | -11.11% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -68.18% |
Year to date (YTD) | n.a. |
1 month | -42.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 44.54 |
Premium | 0.25% |
Premium p.a. | 0.43% |
Leverage | 5.51 |
Implied volatility | 0.40 |
ISIN | CH1305147873 |
Symbol | RNO16Z |
Security | 130514787 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 42.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 25.07% |
Premium p.a. | 43.36% |
Leverage | 37.84 |
Implied volatility | 40.21% |
Moneyness | out-of-the-money |
Leverage | 5.5110 |
Delta | -0.1457 |
Gamma | 0.0007 |
Theta | -0.0004 |
Rho | -0.0026 |
Vega | 0.0046 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 40.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'162.00 |
LOGITECH INT. | 88.76 |
Swiss Re | 114.15 |
NOVARTIS N | 92.91 |
Alcon AG | 80.16 |