Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 17.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +2.94% |
Year to date (YTD) | n.a. |
1 month | +12.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 22.30 |
Premium | 0.12% |
Premium p.a. | 0.22% |
Leverage | 2.58 |
Implied volatility | 0.53 |
ISIN | CH1305151131 |
Symbol | AIXSDZ |
Security | 130515113 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | AIXTRON N, DE000A0WMPJ6 |
Underlying ISIN | DE000A0WMPJ6 |
Strike | 22.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 10.04.2024 |
Premium | 12.22% |
Premium p.a. | 22.09% |
Leverage | 5.67 |
Implied volatility | 53.09% |
Moneyness | in-the-money |
Leverage | 2.5766 |
Delta | -0.4545 |
Gamma | 0.0025 |
Theta | -0.0003 |
Rho | -0.0035 |
Vega | 0.0029 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 18.32 |
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 |