Last price paid | 0.075 | |
Change | +7.14% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -16.67% |
Year to date (YTD) | n.a. |
1 month | -6.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 58.43 |
Premium | 0.14% |
Premium p.a. | 0.26% |
Leverage | 9.91 |
Implied volatility | 0.24 |
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 | 13.98% |
Premium p.a. | 26.03% |
Leverage | 57.87 |
Implied volatility | 23.72% |
Moneyness | out-of-the-money |
Leverage | 9.9090 |
Delta | -0.1712 |
Gamma | 0.0020 |
Theta | -0.0004 |
Rho | -0.0044 |
Vega | 0.0081 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 50.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 645.60 |
Lonza Group | 478.30 |
ABB Ltd | 50.78 |
Swiss Re | 110.85 |
ZURICH INSURANCE | 478.60 |
Name | Price |
---|---|
Compagnie Financi... | 140.50 |
Nestlé SA | 94.66 |
SONOVA HLDG N | 270.60 |
NOVARTIS N | 93.31 |
Alcon AG | 78.38 |