Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -78.13% |
Year to date (YTD) | n.a. |
1 month | -55.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 171.41 |
Premium | 0.17% |
Premium p.a. | 0.54% |
Leverage | 11.52 |
Implied volatility | 0.30 |
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 | 16.70% |
Premium p.a. | 53.93% |
Leverage | 99.72 |
Implied volatility | 29.74% |
Moneyness | out-of-the-money |
Leverage | 11.5153 |
Delta | -0.1155 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0011 |
Vega | 0.0038 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 163.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |