Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | n.a. |
1 month | -57.69% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 151.60 |
Premium | 0.05% |
Premium p.a. | 0.27% |
Leverage | 20.32 |
Implied volatility | 0.18 |
ISIN | CH1338501468 |
Symbol | ALLA7Z |
Security | 133850146 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Allreal Hldg N, CH0008837566 |
Underlying ISIN | CH0008837566 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 15.05.2024 |
Premium | 4.83% |
Premium p.a. | 26.73% |
Leverage | 67.48 |
Implied volatility | 17.56% |
Moneyness | out-of-the-money |
Leverage | 20.3153 |
Delta | -0.3011 |
Gamma | 0.0015 |
Theta | -0.0015 |
Rho | -0.0044 |
Vega | 0.0115 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 147.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 268.90 |
ABB Ltd | 49.39 |
Lonza Group | 521.40 |
Partners Group Ho... | 1'221.50 |
Holcim | 85.22 |
Name | Price |
---|---|
Givaudan | 4'130.00 |
ROCHE GS | 273.30 |
LOGITECH INT. | 79.88 |
Nestlé SA | 94.26 |
SWISSCOM N | 533.00 |