Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.67% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 169.98 |
Premium | 0.24% |
Premium p.a. | 8.80% |
Leverage | 14.61 |
Implied volatility | 0.98 |
ISIN | CH1305149689 |
Symbol | AAPFLZ |
Security | 130514968 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 02.04.2024 |
Premium | 24.11% |
Premium p.a. | 879.90% |
Leverage | 385.23 |
Implied volatility | 97.60% |
Moneyness | out-of-the-money |
Leverage | 14.6068 |
Delta | -0.0379 |
Gamma | 0.0001 |
Theta | -0.0024 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 164.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 645.60 |
Lonza Group | 478.40 |
ABB Ltd | 50.80 |
Swiss Re | 110.85 |
ZURICH INSURANCE | 478.60 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Nestlé SA | 94.68 |
SONOVA HLDG N | 270.60 |
Alcon AG | 78.36 |
NOVARTIS N | 93.32 |