Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.08.2024 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 | -67.86% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 114.20 |
Premium | 0.12% |
Premium p.a. | 0.33% |
Leverage | 10.24 |
Implied volatility | 0.26 |
ISIN | CH1338502912 |
Symbol | SFSDAZ |
Security | 133850291 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SFS Group N, CH0239229302 |
Underlying ISIN | CH0239229302 |
Strike | 115.00 |
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 | 12.27% |
Premium p.a. | 32.92% |
Leverage | 47.41 |
Implied volatility | 25.93% |
Moneyness | out-of-the-money |
Leverage | 10.2447 |
Delta | -0.2161 |
Gamma | 0.0007 |
Theta | -0.0010 |
Rho | -0.0057 |
Vega | 0.0114 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 112.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |