Last price paid | 0.53 | |
Change | -7.02% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -21.64% |
Year to date (YTD) | n.a. |
1 month | -33.75% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 4'108.00 |
Premium | 0.11% |
Premium p.a. | 0.12% |
Leverage | 5.98 |
Implied volatility | 0.23 |
ISIN | CH1305146826 |
Symbol | GIV5FZ |
Security | 130514682 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 20.03.2024 |
Premium | 10.59% |
Premium p.a. | 12.27% |
Leverage | 15.92 |
Implied volatility | 22.78% |
Moneyness | out-of-the-money |
Leverage | 5.9807 |
Delta | -0.3756 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0289 |
Vega | 0.0292 |
Fair value | 0.53 |
Intrinsic value | n.a. |
Break-even | 3'737.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |