Last price paid | 0.20 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -52.33% |
Year to date (YTD) | n.a. |
1 month | +17.65% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 30.53 |
Premium | 0.10% |
Premium p.a. | 0.19% |
Leverage | 8.76 |
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 | 10.31% |
Premium p.a. | 18.82% |
Leverage | 29.97 |
Implied volatility | 22.35% |
Moneyness | out-of-the-money |
Leverage | 8.7602 |
Delta | -0.2923 |
Gamma | 0.0135 |
Theta | -0.0008 |
Rho | -0.0096 |
Vega | 0.0155 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 28.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |