Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | n.a. |
1 month | -63.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 93.18 |
Premium | 0.26% |
Premium p.a. | 2.62% |
Leverage | 10.38 |
Implied volatility | 0.65 |
ISIN | CH1305147303 |
Symbol | P91NGZ |
Security | 130514730 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 95.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 20.03.2024 |
Premium | 25.83% |
Premium p.a. | 261.90% |
Leverage | 75.59 |
Implied volatility | 65.49% |
Moneyness | out-of-the-money |
Leverage | 10.3758 |
Delta | 0.1373 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 96.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 87.88 |
SONOVA HLDG N | 296.60 |
ABB Ltd | 48.86 |
Swiss Life Hldg | 623.00 |
Givaudan | 4'218.00 |
Name | Price |
---|---|
Nestlé SA | 93.40 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
Partners Group Ho... | 1'259.00 |
NOVARTIS N | 93.02 |