Last price paid | 0.10 | |
Change | +17.65% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -28.13% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 153.08 |
Premium | 0.14% |
Premium p.a. | 0.26% |
Leverage | 6.57 |
Implied volatility | 0.31 |
ISIN | CH1338495992 |
Symbol | MRKT0Z |
Security | 133849599 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Merck I, DE0006599905 |
Underlying ISIN | DE0006599905 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 24.04.2024 |
Premium | 13.85% |
Premium p.a. | 26.06% |
Leverage | 25.95 |
Implied volatility | 30.95% |
Moneyness | out-of-the-money |
Leverage | 6.5730 |
Delta | -0.2533 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | -0.0046 |
Vega | 0.0070 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 134.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.70 |
Lonza Group | 487.40 |
Sika AG | 258.90 |
SONOVA HLDG N | 272.50 |
NOVARTIS N | 96.17 |
Name | Price |
---|---|
Compagnie Financi... | 142.05 |
ROCHE GS | 250.30 |
Partners Group Ho... | 1'138.50 |
UBS | 26.21 |
Swiss Re | 111.25 |