Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -54.35% |
Year to date (YTD) | n.a. |
1 month | -42.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 48.36 |
Premium | 0.19% |
Premium p.a. | 0.33% |
Leverage | 5.39 |
Implied volatility | 0.37 |
ISIN | CH1305154051 |
Symbol | RNOLWZ |
Security | 130515405 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 46.00 |
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 | 18.94% |
Premium p.a. | 32.76% |
Leverage | 25.21 |
Implied volatility | 37.16% |
Moneyness | out-of-the-money |
Leverage | 5.3894 |
Delta | -0.2138 |
Gamma | 0.0010 |
Theta | -0.0004 |
Rho | -0.0039 |
Vega | 0.0059 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 43.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'173.00 |
LOGITECH INT. | 88.66 |
Partners Group Ho... | 1'198.50 |
NOVARTIS N | 92.90 |
Swiss Re | 114.45 |