Last price paid | 0.26 | |
Change | -3.70% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 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 | -34.62% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -43.48% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 488.10 |
Premium | 0.10% |
Premium p.a. | 0.14% |
Leverage | 9.71 |
Implied volatility | 0.18 |
ISIN | CH1305147758 |
Symbol | ZURT5Z |
Security | 130514775 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 440.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 20.03.2024 |
Premium | 10.15% |
Premium p.a. | 14.08% |
Leverage | 37.29 |
Implied volatility | 18.50% |
Moneyness | out-of-the-money |
Leverage | 9.7137 |
Delta | -0.2605 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0197 |
Vega | 0.0262 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 427.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |