Last price paid | 0.36 | |
Change | +9.09% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 100'000.00 Unit | |
Date/time | 26.09.2024 17:15 |
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 | -6.76% |
Year to date (YTD) | n.a. |
1 month | -12.20% |
3 months | +56.52% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 465.30 |
Premium | 0.06% |
Premium p.a. | 0.23% |
Leverage | 6.18 |
Implied volatility | 0.35 |
ISIN | CH1338502367 |
Symbol | VACDHZ |
Security | 133850236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 440.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 15.05.2024 |
Premium | 6.31% |
Premium p.a. | 22.80% |
Leverage | 12.54 |
Implied volatility | 34.55% |
Moneyness | in-the-money |
Leverage | 6.1807 |
Delta | -0.4927 |
Gamma | 0.0001 |
Theta | -0.0015 |
Rho | -0.0069 |
Vega | 0.0091 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 405.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.25 |
Alcon AG | 84.72 |
SONOVA HLDG N | 302.90 |
Sika AG | 281.40 |
ROCHE GS | 272.60 |
Name | Price |
---|---|
Holcim | 83.36 |
ABB Ltd | 49.52 |
ZURICH INSURANCE | 513.60 |
Lonza Group | 538.60 |
SWISSCOM N | 553.00 |