Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -34.21% |
Year to date (YTD) | n.a. |
1 month | -35.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 89.61 |
Premium | 0.07% |
Premium p.a. | 0.22% |
Leverage | 10.72 |
Implied volatility | 0.24 |
ISIN | CH1305153491 |
Symbol | SAN8VZ |
Security | 130515349 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sanofi, FR0000120578 |
Underlying ISIN | FR0000120578 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 24.04.2024 |
Premium | 7.39% |
Premium p.a. | 22.28% |
Leverage | 34.81 |
Implied volatility | 23.52% |
Moneyness | out-of-the-money |
Leverage | 10.7176 |
Delta | -0.3078 |
Gamma | 0.0015 |
Theta | -0.0007 |
Rho | -0.0049 |
Vega | 0.0088 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 81.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'238.00 |
ROCHE GS | 229.50 |
Sika AG | 276.80 |
ZURICH INSURANCE | 469.80 |
Name | Price |
---|---|
Lonza Group | 484.60 |
UBS | 28.05 |
Partners Group Ho... | 1'196.00 |
GEBERIT N | 556.40 |
Holcim | 79.26 |