Perf. since issue | -2.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 142.52 |
Premium | 0.08% |
Premium p.a. | 0.15% |
Leverage | 6.49 |
Implied volatility | 0.27 |
ISIN | CH1338499408 |
Symbol | SX731Z |
Security | 133849940 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 135.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 06.05.2024 |
Premium | 7.84% |
Premium p.a. | 14.67% |
Leverage | 16.90 |
Implied volatility | 26.83% |
Moneyness | out-of-the-money |
Leverage | 6.4903 |
Delta | -0.3841 |
Gamma | 0.0006 |
Theta | -0.0005 |
Rho | -0.0080 |
Vega | 0.0092 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 126.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |