Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 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 | -56.98% |
Year to date (YTD) | n.a. |
1 month | +38.46% |
3 months | +12.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 30.53 |
Premium | 0.06% |
Premium p.a. | 0.21% |
Leverage | 12.01 |
Implied volatility | 0.21 |
ISIN | CH1305147790 |
Symbol | SHEJHZ |
Security | 130514779 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 30.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 20.03.2024 |
Premium | 5.76% |
Premium p.a. | 20.63% |
Leverage | 31.57 |
Implied volatility | 21.16% |
Moneyness | out-of-the-money |
Leverage | 12.0052 |
Delta | -0.3803 |
Gamma | 0.0232 |
Theta | -0.0012 |
Rho | -0.0061 |
Vega | 0.0117 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 29.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |