Last price paid | 0.29 | |
Change | -6.45% [ -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 | +1.85% |
Year to date (YTD) | n.a. |
1 month | -12.12% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 2'365.00 |
Premium | 0.07% |
Premium p.a. | 0.14% |
Leverage | 6.49 |
Implied volatility | 0.26 |
ISIN | CH1305153996 |
Symbol | RMSYTZ |
Security | 130515399 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Hermes Intl, FR0000052292 |
Underlying ISIN | FR0000052292 |
Strike | 2'190.18 |
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 | 7.32% |
Premium p.a. | 14.21% |
Leverage | 15.47 |
Implied volatility | 26.28% |
Moneyness | out-of-the-money |
Leverage | 6.5294 |
Delta | -0.4220 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0084 |
Vega | 0.0119 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 2'056.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.90 |
SONOVA HLDG N | 276.70 |
Lonza Group | 490.70 |
Sika AG | 260.70 |
LOGITECH INT. | 87.94 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.00 |
Compagnie Financi... | 143.60 |
Swiss Re | 112.25 |
SWISSCOM N | 505.00 |
ROCHE GS | 253.80 |