Last price paid | 0.72 | |
Change | -4.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 14.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -44.57% |
Year to date (YTD) | n.a. |
1 month | -24.21% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.29 |
Underlying price on issue | 455.97 |
Premium | 0.21% |
Premium p.a. | 0.21% |
Leverage | 3.36 |
Implied volatility | 0.40 |
ISIN | CH1338499234 |
Symbol | MET1LZ |
Security | 133849923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 450.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 06.05.2024 |
Premium | 20.83% |
Premium p.a. | 20.83% |
Leverage | 13.01 |
Implied volatility | 40.24% |
Moneyness | out-of-the-money |
Leverage | 3.3576 |
Delta | -0.2581 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | -0.0234 |
Vega | 0.0299 |
Fair value | 0.72 |
Intrinsic value | n.a. |
Break-even | 410.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |