Last price paid | 0.29 | |
Change | -6.45% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 03.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -35.87% |
Year to date (YTD) | n.a. |
1 month | -17.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 629.50 |
Premium | 0.10% |
Premium p.a. | 0.13% |
Leverage | 7.04 |
Implied volatility | 0.22 |
ISIN | CH1305148855 |
Symbol | SLHPBZ |
Security | 130514885 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 600.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.03.2024 |
Premium | 10.07% |
Premium p.a. | 12.77% |
Leverage | 21.51 |
Implied volatility | 21.90% |
Moneyness | out-of-the-money |
Leverage | 7.0365 |
Delta | -0.3272 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0187 |
Vega | 0.0203 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 570.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.62 |
KUEHNE & NAGEL | 261.50 |
ROCHE GS | 244.30 |
LOGITECH INT. | 91.04 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Sika AG | 262.70 |
Compagnie Financi... | 146.50 |
UBS | 27.54 |
Givaudan | 4'308.00 |
SONOVA HLDG N | 278.00 |