Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | n.a. |
1 month | -71.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 171.41 |
Premium | 0.21% |
Premium p.a. | 0.81% |
Leverage | 12.44 |
Implied volatility | 0.33 |
ISIN | CH1305148939 |
Symbol | AAP33Z |
Security | 130514893 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 165.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 26.03.2024 |
Premium | 21.02% |
Premium p.a. | 80.75% |
Leverage | 185.33 |
Implied volatility | 33.42% |
Moneyness | out-of-the-money |
Leverage | 12.4414 |
Delta | -0.0671 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0006 |
Vega | 0.0025 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 163.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.68 |
Lonza Group | 482.60 |
GEBERIT N | 543.40 |
Partners Group Ho... | 1'166.00 |
Nestlé SA | 94.64 |
Name | Price |
---|---|
Swiss Life Hldg | 651.20 |
SONOVA HLDG N | 270.20 |
Swiss Re | 112.10 |
Sika AG | 255.80 |
LOGITECH INT. | 86.68 |