Last price paid | 0.34 | |
Change | -15.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 23.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +34.00% |
Year to date (YTD) | n.a. |
1 month | +9.68% |
3 months | +36.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 14.24 |
Premium | 0.04% |
Premium p.a. | 0.08% |
Leverage | 4.73 |
Implied volatility | 0.28 |
ISIN | CH1338502185 |
Symbol | CLNY8Z |
Security | 133850218 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 14.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 15.05.2024 |
Premium | 4.09% |
Premium p.a. | 8.19% |
Leverage | 7.67 |
Implied volatility | 28.27% |
Moneyness | in-the-money |
Leverage | 4.7303 |
Delta | -0.6166 |
Gamma | 0.0298 |
Theta | -0.0005 |
Rho | -0.0096 |
Vega | 0.0069 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 12.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |