Last price paid | 0.70 | |
Change | -1.41% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 14.05.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -30.50% |
Year to date (YTD) | n.a. |
1 month | -12.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.00 |
Underlying price on issue | 296.50 |
Premium | 0.16% |
Premium p.a. | 0.27% |
Leverage | 3.38 |
Implied volatility | 0.48 |
ISIN | CH1338498756 |
Symbol | SPOO8Z |
Security | 133849875 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Spotify Tech Rg, LU1778762911 |
Underlying ISIN | LU1778762911 |
Strike | 300.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 06.05.2024 |
Premium | 15.84% |
Premium p.a. | 26.90% |
Leverage | 10.32 |
Implied volatility | 47.51% |
Moneyness | out-of-the-money |
Leverage | 3.3828 |
Delta | -0.3279 |
Gamma | 0.0001 |
Theta | -0.0017 |
Rho | -0.0179 |
Vega | 0.0199 |
Fair value | 0.70 |
Intrinsic value | n.a. |
Break-even | 269.02 |
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 |