Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 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 | -85.42% |
Year to date (YTD) | n.a. |
1 month | -46.15% |
3 months | -65.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 17.81 |
Premium | 0.47% |
Premium p.a. | 1.68% |
Leverage | 4.58 |
Implied volatility | 0.83 |
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 | 46.58% |
Premium p.a. | 168.34% |
Leverage | 88.82 |
Implied volatility | 82.87% |
Moneyness | out-of-the-money |
Leverage | 4.5830 |
Delta | -0.0516 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | -0.0005 |
Vega | 0.0017 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 17.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.30 |
Compagnie Financi... | 132.55 |
Sika AG | 281.40 |
ROCHE GS | 272.50 |
Nestlé SA | 85.28 |
Name | Price |
---|---|
Holcim | 83.96 |
ABB Ltd | 49.63 |
Lonza Group | 535.80 |
Givaudan | 4'600.00 |
Swiss Re | 117.45 |