Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -82.76% |
Year to date (YTD) | n.a. |
1 month | -83.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 4'032.00 |
Premium | 0.06% |
Premium p.a. | 0.68% |
Leverage | 29.87 |
Implied volatility | 0.21 |
ISIN | CH1305148459 |
Symbol | GIVSCZ |
Security | 130514845 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 25.03.2024 |
Premium | 5.81% |
Premium p.a. | 68.36% |
Leverage | 168.80 |
Implied volatility | 20.85% |
Moneyness | out-of-the-money |
Leverage | 29.8678 |
Delta | -0.1769 |
Gamma | 0.0000 |
Theta | -0.0021 |
Rho | -0.0013 |
Vega | 0.0064 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 3'975.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.85 |
LOGITECH INT. | 86.82 |
SWISSCOM N | 491.00 |
SONOVA HLDG N | 287.80 |
ZURICH INSURANCE | 467.50 |
Name | Price |
---|---|
UBS | 27.98 |
Lonza Group | 489.60 |
GEBERIT N | 555.40 |
Swiss Life Hldg | 625.40 |
Sika AG | 274.10 |