Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 24.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | n.a. |
1 month | -81.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 616.80 |
Premium | 0.09% |
Premium p.a. | 1.15% |
Leverage | 31.51 |
Implied volatility | 0.24 |
ISIN | CH1305152246 |
Symbol | SLHL8Z |
Security | 130515224 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 570.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 17.04.2024 |
Premium | 9.47% |
Premium p.a. | 115.27% |
Leverage | 418.67 |
Implied volatility | 24.30% |
Moneyness | out-of-the-money |
Leverage | 31.5103 |
Delta | -0.0753 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0004 |
Vega | 0.0025 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 568.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 487.80 |
UBS | 28.00 |
Alcon AG | 80.04 |
Compagnie Financi... | 142.50 |
KUEHNE & NAGEL | 249.50 |