Last price paid | 0.08 | |
Change | -20.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 14.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | n.a. |
1 month | -38.46% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 142.52 |
Premium | 0.10% |
Premium p.a. | 0.37% |
Leverage | 10.86 |
Implied volatility | 0.28 |
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 | 10.35% |
Premium p.a. | 37.40% |
Leverage | 46.16 |
Implied volatility | 27.76% |
Moneyness | out-of-the-money |
Leverage | 10.8634 |
Delta | -0.2354 |
Gamma | 0.0009 |
Theta | -0.0007 |
Rho | -0.0027 |
Vega | 0.0056 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 131.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.30 |
Alcon AG | 84.74 |
SONOVA HLDG N | 303.10 |
Sika AG | 281.40 |
ROCHE GS | 272.60 |
Name | Price |
---|---|
Holcim | 83.38 |
ABB Ltd | 49.50 |
Lonza Group | 538.80 |
ZURICH INSURANCE | 514.00 |
SWISSCOM N | 553.00 |