Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -71.88% |
Year to date (YTD) | n.a. |
1 month | -61.54% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 171.41 |
Premium | 0.14% |
Premium p.a. | 0.40% |
Leverage | 11.22 |
Implied volatility | 0.27 |
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 | 14.40% |
Premium p.a. | 39.52% |
Leverage | 76.62 |
Implied volatility | 26.68% |
Moneyness | out-of-the-money |
Leverage | 11.2180 |
Delta | -0.1464 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0016 |
Vega | 0.0048 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 162.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.85 |
Swiss Re | 110.05 |
LOGITECH INT. | 82.86 |
NOVARTIS N | 93.76 |
ROCHE GS | 237.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'260.50 |
ABB Ltd | 47.08 |
Alcon AG | 80.20 |
GEBERIT N | 561.20 |
Sika AG | 280.50 |