Last price paid | 0.43 | |
Change | +30.30% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +46.55% |
Year to date (YTD) | n.a. |
1 month | +59.26% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 2'365.00 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 6.58 |
Implied volatility | 0.25 |
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 | 1.42% |
Premium p.a. | 4.81% |
Leverage | 9.67 |
Implied volatility | 25.28% |
Moneyness | in-the-money |
Leverage | 6.5810 |
Delta | -0.6807 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0095 |
Vega | 0.0080 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 2'099.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |