Last price paid | 0.43 | |
Change | +10.26% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -33.08% |
Year to date (YTD) | n.a. |
1 month | -15.69% |
3 months | -31.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 485.20 |
Premium | 0.06% |
Premium p.a. | 0.09% |
Leverage | 8.59 |
Implied volatility | 0.17 |
ISIN | CH1305148814 |
Symbol | ZURKMZ |
Security | 130514881 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 470.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 25.03.2024 |
Premium | 6.44% |
Premium p.a. | 8.61% |
Leverage | 22.03 |
Implied volatility | 17.48% |
Moneyness | out-of-the-money |
Leverage | 8.5943 |
Delta | -0.3902 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0312 |
Vega | 0.0318 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 448.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |