Last price paid | 0.55 | |
Change | -3.51% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +0.93% |
Year to date (YTD) | n.a. |
1 month | +19.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 68.09 |
Premium | 0.06% |
Premium p.a. | 0.09% |
Leverage | 6.66 |
Implied volatility | 0.20 |
ISIN | CH1305152519 |
Symbol | TTE6BZ |
Security | 130515251 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | TotalEnergies A, FR0000120271 |
Underlying ISIN | FR0000120271 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 24.04.2024 |
Premium | 5.51% |
Premium p.a. | 9.26% |
Leverage | 12.02 |
Implied volatility | 20.11% |
Moneyness | in-the-money |
Leverage | 6.6599 |
Delta | -0.5540 |
Gamma | 0.0037 |
Theta | -0.0011 |
Rho | -0.0243 |
Vega | 0.0191 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 62.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |