Last price paid | n.a. | |
Change | -72.22% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -94.29% |
Year to date (YTD) | n.a. |
1 month | -79.17% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 4'963.98 |
Premium | 0.01% |
Premium p.a. | 0.36% |
Leverage | 237.60 |
Implied volatility | 0.05 |
ISIN | CH1338499291 |
Symbol | SX5KMZ |
Security | 133849929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'875.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 06.05.2024 |
Premium | 0.69% |
Premium p.a. | 35.86% |
Leverage | 1'168.97 |
Implied volatility | 5.40% |
Moneyness | out-of-the-money |
Leverage | 237.6014 |
Delta | -0.2033 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | -0.0009 |
Vega | 0.0092 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 4'870.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |