Last price paid | 0.41 | |
Change | -2.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -39.23% |
Year to date (YTD) | n.a. |
1 month | -21.15% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 485.20 |
Premium | 0.07% |
Premium p.a. | 0.09% |
Leverage | 8.84 |
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 | 7.16% |
Premium p.a. | 9.44% |
Leverage | 24.56 |
Implied volatility | 17.51% |
Moneyness | out-of-the-money |
Leverage | 8.8311 |
Delta | -0.3596 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0295 |
Vega | 0.0316 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 450.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.70 |
Partners Group Ho... | 1'167.00 |
Lonza Group | 482.20 |
GEBERIT N | 543.00 |
UBS | 27.29 |
Name | Price |
---|---|
SONOVA HLDG N | 269.70 |
Swiss Life Hldg | 651.00 |
Swiss Re | 112.00 |
Holcim | 78.78 |
Sika AG | 256.00 |