Last price paid | 0.39 | |
Change | -4.88% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | +32.76% |
Year to date (YTD) | n.a. |
1 month | +8.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 2'365.00 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 6.75 |
Implied volatility | 0.26 |
ISIN | CH1305153962 |
Symbol | RMSVAZ |
Security | 130515396 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Hermes Intl, FR0000052292 |
Underlying ISIN | FR0000052292 |
Strike | 2'309.64 |
C/P type | put |
Subscription ratio | 497.76 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 497.76 |
Value day | 24.04.2024 |
Premium | 2.41% |
Premium p.a. | 7.40% |
Leverage | 11.08 |
Implied volatility | 25.76% |
Moneyness | in-the-money |
Leverage | 6.7465 |
Delta | -0.6091 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0097 |
Vega | 0.0093 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 2'123.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |