Last price paid | 0.28 | |
Change | -9.68% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +59.38% |
Year to date (YTD) | n.a. |
1 month | +16.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 2'365.00 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 13.33 |
Implied volatility | 0.23 |
ISIN | CH1305153947 |
Symbol | RMS5IZ |
Security | 130515394 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hermes Intl, FR0000052292 |
Underlying ISIN | FR0000052292 |
Strike | 2'289.73 |
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 | 0.38% |
Premium p.a. | 5.57% |
Leverage | 16.71 |
Implied volatility | 22.90% |
Moneyness | in-the-money |
Leverage | 13.3263 |
Delta | -0.7973 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0025 |
Vega | 0.0031 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 2'169.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'182.00 |
Swiss Re | 114.40 |
NOVARTIS N | 93.06 |
Compagnie Financi... | 143.90 |
Alcon AG | 80.32 |