Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -60.00% |
Year to date (YTD) | n.a. |
1 month | -11.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 167.00 |
Premium | 0.29% |
Premium p.a. | 0.51% |
Leverage | 10.97 |
Implied volatility | 0.25 |
ISIN | CH1305147808 |
Symbol | AIRT1Z |
Security | 130514780 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 198.76 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 20.03.2024 |
Premium | 30.29% |
Premium p.a. | 52.39% |
Leverage | 75.62 |
Implied volatility | 26.09% |
Moneyness | out-of-the-money |
Leverage | 10.7394 |
Delta | 0.1420 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0023 |
Vega | 0.0052 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 202.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |