Last price paid | 0.45 | |
Change | -6.25% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +1.14% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 239.30 |
Premium | 0.09% |
Premium p.a. | 0.16% |
Leverage | 8.53 |
Implied volatility | 0.22 |
ISIN | CH1338502730 |
Symbol | SCH2PZ |
Security | 133850273 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 220.00 |
C/P type | put |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 15.05.2024 |
Premium | 9.44% |
Premium p.a. | 15.66% |
Leverage | 27.63 |
Implied volatility | 21.52% |
Moneyness | out-of-the-money |
Leverage | 8.5263 |
Delta | -0.3086 |
Gamma | 0.0005 |
Theta | -0.0015 |
Rho | -0.0255 |
Vega | 0.0336 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 211.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |