Last price paid | 0.055 | |
Change | -21.43% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -70.59% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 271.00 |
Premium | 0.06% |
Premium p.a. | 0.59% |
Leverage | 24.69 |
Implied volatility | 0.22 |
ISIN | CH1338499598 |
Symbol | SIKVUZ |
Security | 133849959 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 270.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 06.05.2024 |
Premium | 5.78% |
Premium p.a. | 58.57% |
Leverage | 113.56 |
Implied volatility | 21.93% |
Moneyness | out-of-the-money |
Leverage | 24.6875 |
Delta | -0.2174 |
Gamma | 0.0003 |
Theta | -0.0015 |
Rho | -0.0013 |
Vega | 0.0052 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 267.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |