Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 14.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -96.30% |
Year to date (YTD) | n.a. |
1 month | -81.25% |
3 months | -94.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 28.09 |
Premium | 0.13% |
Premium p.a. | 6.53% |
Leverage | 22.93 |
Implied volatility | 0.68 |
ISIN | CH1338497378 |
Symbol | VNABIZ |
Security | 133849737 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vonovia N, DE000A1ML7J1 |
Underlying ISIN | DE000A1ML7J1 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 06.05.2024 |
Premium | 12.53% |
Premium p.a. | 653.32% |
Leverage | 301.96 |
Implied volatility | 67.98% |
Moneyness | out-of-the-money |
Leverage | 22.9295 |
Delta | -0.0759 |
Gamma | 0.0050 |
Theta | -0.0028 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 27.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.15 |
SONOVA HLDG N | 303.10 |
Alcon AG | 84.66 |
Nestlé SA | 85.52 |
ROCHE GS | 272.80 |
Name | Price |
---|---|
Holcim | 83.36 |
ABB Ltd | 49.41 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.40 |
SWISSCOM N | 554.00 |