Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 19.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -55.36% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 451.30 |
Premium | 0.17% |
Premium p.a. | 0.23% |
Leverage | 10.03 |
Implied volatility | 0.21 |
ISIN | CH1305151677 |
Symbol | ZURR7Z |
Security | 130515167 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 12.04.2024 |
Premium | 17.47% |
Premium p.a. | 22.53% |
Leverage | 76.34 |
Implied volatility | 20.80% |
Moneyness | out-of-the-money |
Leverage | 10.0276 |
Delta | -0.1314 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0107 |
Vega | 0.0179 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 393.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 647.60 |
Swiss Re | 111.50 |
Lonza Group | 478.40 |
ABB Ltd | 50.86 |
Partners Group Ho... | 1'156.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.35 |
SONOVA HLDG N | 270.50 |
NOVARTIS N | 93.22 |
Nestlé SA | 94.80 |
Alcon AG | 78.50 |