Last price paid | 0.96 | |
Change | +4.35% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -16.81% |
Year to date (YTD) | n.a. |
1 month | -30.94% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.16 |
Underlying price on issue | 24.87 |
Premium | 0.07% |
Premium p.a. | 0.23% |
Leverage | 3.00 |
Implied volatility | 0.57 |
ISIN | CH1305148988 |
Symbol | PLTPJZ |
Security | 130514898 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Palantir Tchnl-A Rg, US69608A1088 |
Underlying ISIN | US69608A1088 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 26.03.2024 |
Premium | 6.99% |
Premium p.a. | 22.76% |
Leverage | 5.41 |
Implied volatility | 56.80% |
Moneyness | in-the-money |
Leverage | 2.9974 |
Delta | -0.5539 |
Gamma | 0.0150 |
Theta | -0.0023 |
Rho | -0.0118 |
Vega | 0.0114 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 21.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |