Last price paid | 0.24 | |
Change | +4.35% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +44.12% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 22.30 |
Premium | 0.09% |
Premium p.a. | 0.17% |
Leverage | 2.01 |
Implied volatility | 0.59 |
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 | 9.30% |
Premium p.a. | 17.50% |
Leverage | 3.64 |
Implied volatility | 59.20% |
Moneyness | in-the-money |
Leverage | 2.0045 |
Delta | -0.5503 |
Gamma | 0.0026 |
Theta | -0.0003 |
Rho | -0.0039 |
Vega | 0.0026 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 16.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |