Last price paid | 0.35 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
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 | -12.50% |
3 months | -23.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 54.45 |
Premium | 0.05% |
Premium p.a. | 0.17% |
Leverage | 8.04 |
Implied volatility | 0.27 |
ISIN | CH1338501625 |
Symbol | BAEY7Z |
Security | 133850162 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 52.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 15.05.2024 |
Premium | 4.64% |
Premium p.a. | 16.75% |
Leverage | 15.73 |
Implied volatility | 26.71% |
Moneyness | in-the-money |
Leverage | 8.0380 |
Delta | -0.5110 |
Gamma | 0.0056 |
Theta | -0.0013 |
Rho | -0.0081 |
Vega | 0.0107 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 48.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.90 |
Compagnie Financi... | 132.90 |
Sika AG | 281.70 |
ROCHE GS | 272.80 |
Partners Group Ho... | 1'267.00 |
Name | Price |
---|---|
ABB Ltd | 49.66 |
Holcim | 84.12 |
Lonza Group | 536.20 |
LOGITECH INT. | 74.50 |
Givaudan | 4'604.00 |