Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | -24.07% |
Year to date (YTD) | n.a. |
1 month | -19.23% |
3 months | -30.00% |
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. | 0.25% |
Leverage | 8.55 |
Implied volatility | 0.29 |
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 | 6.52% |
Premium p.a. | 25.07% |
Leverage | 20.53 |
Implied volatility | 28.93% |
Moneyness | out-of-the-money |
Leverage | 8.5477 |
Delta | -0.4163 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0044 |
Vega | 0.0083 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 2'091.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |