Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.08.2024 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 | -93.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 171.41 |
Premium | 0.28% |
Premium p.a. | 14.69% |
Leverage | 12.73 |
Implied volatility | 1.35 |
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 | 28.16% |
Premium p.a. | 1468.56% |
Leverage | 388.43 |
Implied volatility | 135.48% |
Moneyness | out-of-the-money |
Leverage | 12.7262 |
Delta | -0.0328 |
Gamma | 0.0000 |
Theta | -0.0035 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 164.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |