Last price paid | 0.18 | |
Change | -14.29% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -41.07% |
Year to date (YTD) | n.a. |
1 month | -40.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 51.36 |
Premium | 0.14% |
Premium p.a. | 0.24% |
Leverage | 4.93 |
Implied volatility | 0.36 |
ISIN | CH1305151347 |
Symbol | RNOZPZ |
Security | 130515134 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 50.00 |
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 | 13.75% |
Premium p.a. | 23.78% |
Leverage | 16.04 |
Implied volatility | 35.82% |
Moneyness | out-of-the-money |
Leverage | 4.9272 |
Delta | -0.3072 |
Gamma | 0.0012 |
Theta | -0.0005 |
Rho | -0.0057 |
Vega | 0.0071 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 46.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.62 |
GEBERIT N | 555.00 |
ABB Ltd | 49.77 |
KUEHNE & NAGEL | 257.40 |
Partners Group Ho... | 1'213.50 |
Name | Price |
---|---|
Givaudan | 4'180.00 |
NOVARTIS N | 92.70 |
SONOVA HLDG N | 284.30 |
Compagnie Financi... | 143.85 |
Swiss Re | 114.55 |