Last price paid | 1.44 | |
Change | +7.46% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 04.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +3.21% |
Year to date (YTD) | n.a. |
1 month | -18.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.40 |
Underlying price on issue | 504.41 |
Premium | 0.08% |
Premium p.a. | 0.09% |
Leverage | 2.94 |
Implied volatility | 0.38 |
ISIN | CH1305149176 |
Symbol | METK7Z |
Security | 130514917 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 500.00 |
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 | 7.80% |
Premium p.a. | 9.46% |
Leverage | 5.70 |
Implied volatility | 38.31% |
Moneyness | in-the-money |
Leverage | 2.9352 |
Delta | -0.5151 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | -0.0301 |
Vega | 0.0292 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 420.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |