Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -62.50% |
Year to date (YTD) | n.a. |
1 month | -9.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 17.81 |
Premium | 0.30% |
Premium p.a. | 0.56% |
Leverage | 3.99 |
Implied volatility | 0.54 |
ISIN | CH1305154044 |
Symbol | ENRV1Z |
Security | 130515404 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 18.00 |
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 | 30.25% |
Premium p.a. | 56.34% |
Leverage | 26.03 |
Implied volatility | 54.07% |
Moneyness | out-of-the-money |
Leverage | 4.0011 |
Delta | -0.1537 |
Gamma | 0.0026 |
Theta | -0.0005 |
Rho | -0.0024 |
Vega | 0.0041 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 17.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.07 |
Alcon AG | 80.52 |
GEBERIT N | 544.40 |
Partners Group Ho... | 1'168.00 |
Nestlé SA | 94.80 |
Name | Price |
---|---|
Swiss Life Hldg | 652.60 |
Swiss Re | 112.50 |
SONOVA HLDG N | 271.80 |
Holcim | 78.94 |
ROCHE GS | 253.90 |