Last price paid | 0.27 | |
Change | +12.50% [ +0.03 ] | |
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 | +15.22% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 167.00 |
Premium | 0.04% |
Premium p.a. | 0.08% |
Leverage | 5.67 |
Implied volatility | 0.26 |
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 | 4.50% |
Premium p.a. | 7.89% |
Leverage | 11.23 |
Implied volatility | 25.61% |
Moneyness | in-the-money |
Leverage | 5.6734 |
Delta | -0.5054 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | -0.0101 |
Vega | 0.0090 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 146.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |