Last price paid | 0.18 | |
Change | -10.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -59.30% |
Year to date (YTD) | n.a. |
1 month | -10.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 30.53 |
Premium | 0.11% |
Premium p.a. | 0.21% |
Leverage | 9.39 |
Implied volatility | 0.22 |
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 | 10.94% |
Premium p.a. | 20.58% |
Leverage | 35.62 |
Implied volatility | 22.06% |
Moneyness | out-of-the-money |
Leverage | 9.3855 |
Delta | -0.2635 |
Gamma | 0.0130 |
Theta | -0.0008 |
Rho | -0.0085 |
Vega | 0.0147 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 29.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'174.00 |
Sika AG | 260.30 |
GEBERIT N | 543.80 |
Holcim | 82.50 |
Givaudan | 4'314.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.30 |
KUEHNE & NAGEL | 258.40 |
NOVARTIS N | 93.37 |
Nestlé SA | 94.10 |
ROCHE GS | 249.30 |