Last price paid | 0.33 | |
Change | +3.13% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -48.46% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 251.80 |
Premium | 0.15% |
Premium p.a. | 0.19% |
Leverage | 5.23 |
Implied volatility | 0.29 |
ISIN | CH1305148806 |
Symbol | SOOJMZ |
Security | 130514880 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 260.00 |
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 | 15.13% |
Premium p.a. | 18.97% |
Leverage | 17.11 |
Implied volatility | 28.89% |
Moneyness | out-of-the-money |
Leverage | 5.2284 |
Delta | -0.3056 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | -0.0153 |
Vega | 0.0178 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 243.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |