Last price paid | 0.065 | |
Change | -18.75% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | -22.22% |
Year to date (YTD) | n.a. |
1 month | -13.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 58.43 |
Premium | 0.12% |
Premium p.a. | 0.23% |
Leverage | 11.07 |
Implied volatility | 0.22 |
ISIN | CH1338497071 |
Symbol | BN07CZ |
Security | 133849707 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Danone, FR0000120644 |
Underlying ISIN | FR0000120644 |
Strike | 52.00 |
C/P type | put |
Subscription ratio | 13.33 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 13.33333 |
Value day | 06.05.2024 |
Premium | 12.10% |
Premium p.a. | 23.50% |
Leverage | 61.19 |
Implied volatility | 21.54% |
Moneyness | out-of-the-money |
Leverage | 11.0742 |
Delta | -0.1810 |
Gamma | 0.0024 |
Theta | -0.0004 |
Rho | -0.0043 |
Vega | 0.0081 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 51.05 |
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 |