Last price paid | 0.38 | |
Change | +15.15% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +67.39% |
Year to date (YTD) | n.a. |
1 month | +65.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 167.00 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 4.42 |
Implied volatility | 0.28 |
ISIN | CH1305147824 |
Symbol | AIRC8Z |
Security | 130514782 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 159.01 |
C/P type | put |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 20.03.2024 |
Premium | 2.80% |
Premium p.a. | 5.10% |
Leverage | 7.12 |
Implied volatility | 28.47% |
Moneyness | in-the-money |
Leverage | 4.4184 |
Delta | -0.6206 |
Gamma | 0.0003 |
Theta | -0.0003 |
Rho | -0.0114 |
Vega | 0.0077 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 139.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |