Last price paid | 0.095 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | -60.42% |
Year to date (YTD) | n.a. |
1 month | -5.00% |
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. | 0.57% |
Leverage | 3.91 |
Implied volatility | 0.55 |
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 | 30.16% |
Premium p.a. | 57.33% |
Leverage | 24.69 |
Implied volatility | 55.33% |
Moneyness | out-of-the-money |
Leverage | 3.9071 |
Delta | -0.1582 |
Gamma | 0.0026 |
Theta | -0.0005 |
Rho | -0.0025 |
Vega | 0.0041 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 17.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'151.00 |
Lonza Group | 491.70 |
LOGITECH INT. | 87.30 |
NOVARTIS N | 96.27 |
SWISSCOM N | 504.00 |
Name | Price |
---|---|
Givaudan | 4'263.00 |
Compagnie Financi... | 140.35 |
GEBERIT N | 533.00 |
Sika AG | 258.20 |
Swiss Re | 111.30 |