Last price paid | 0.50 | |
Change | +4.17% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 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 | +115.22% |
Year to date (YTD) | n.a. |
1 month | +28.21% |
3 months | -1.96% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 167.00 |
Premium | 0.00% |
Premium p.a. | 0.01% |
Leverage | 4.28 |
Implied volatility | 0.31 |
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 | 0.25% |
Premium p.a. | 0.94% |
Leverage | 5.13 |
Implied volatility | 30.95% |
Moneyness | in-the-money |
Leverage | 4.2829 |
Delta | -0.8347 |
Gamma | 0.0002 |
Theta | -0.0003 |
Rho | -0.0069 |
Vega | 0.0032 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 133.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |