Last price paid | 0.20 | |
Change | -9.09% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -16.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 167.00 |
Premium | 0.07% |
Premium p.a. | 0.11% |
Leverage | 6.53 |
Implied volatility | 0.25 |
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 | 6.86% |
Premium p.a. | 11.27% |
Leverage | 16.36 |
Implied volatility | 24.62% |
Moneyness | out-of-the-money |
Leverage | 6.5264 |
Delta | -0.3989 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | -0.0089 |
Vega | 0.0096 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 150.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |