Last price paid | 0.37 | |
Change | +2.78% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | +16.13% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 9.45 |
Premium | 0.54% |
Premium p.a. | 0.83% |
Leverage | 0.61 |
Implied volatility | 1.63 |
ISIN | CH1338495844 |
Symbol | VAR7ZZ |
Security | 133849584 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 9.00 |
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 | 53.90% |
Premium p.a. | 83.36% |
Leverage | 3.16 |
Implied volatility | 163.16% |
Moneyness | out-of-the-money |
Leverage | 0.6096 |
Delta | -0.1932 |
Gamma | 0.0018 |
Theta | -0.0008 |
Rho | -0.0037 |
Vega | 0.0025 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 5.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |