Last price paid | 0.085 | |
Change | -10.53% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -32.14% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 59.74 |
Premium | 0.07% |
Premium p.a. | 0.20% |
Leverage | 13.22 |
Implied volatility | 0.20 |
ISIN | CH1305152436 |
Symbol | BN04NZ |
Security | 130515243 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Danone, FR0000120644 |
Underlying ISIN | FR0000120644 |
Strike | 56.00 |
C/P type | put |
Subscription ratio | 13.33 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 13.33333 |
Value day | 24.04.2024 |
Premium | 6.76% |
Premium p.a. | 20.38% |
Leverage | 47.06 |
Implied volatility | 19.96% |
Moneyness | out-of-the-money |
Leverage | 13.2235 |
Delta | -0.2810 |
Gamma | 0.0039 |
Theta | -0.0006 |
Rho | -0.0045 |
Vega | 0.0087 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 54.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.40 |
Givaudan | 4'230.00 |
SONOVA HLDG N | 288.30 |
Nestlé SA | 91.54 |
SWISSCOM N | 491.20 |
Name | Price |
---|---|
Lonza Group | 484.70 |
UBS | 28.01 |
Compagnie Financi... | 142.35 |
Partners Group Ho... | 1'195.00 |
Alcon AG | 80.34 |