Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
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 | -76.92% |
Year to date (YTD) | n.a. |
1 month | -46.15% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 91.32 |
Premium | 0.00% |
Premium p.a. | 0.14% |
Leverage | 84.05 |
Implied volatility | 0.09 |
ISIN | CH1338497717 |
Symbol | SANQQZ |
Security | 133849771 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sanofi, FR0000120578 |
Underlying ISIN | FR0000120578 |
Strike | 88.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 06.05.2024 |
Premium | 0.27% |
Premium p.a. | 14.23% |
Leverage | 139.26 |
Implied volatility | 9.18% |
Moneyness | in-the-money |
Leverage | 84.0548 |
Delta | -0.6036 |
Gamma | 0.0172 |
Theta | -0.0012 |
Rho | -0.0005 |
Vega | 0.0022 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 87.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |