Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | -75.00% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 80.82 |
Premium | 0.20% |
Premium p.a. | 0.74% |
Leverage | 10.85 |
Implied volatility | 0.35 |
ISIN | CH1338503092 |
Symbol | SGS7VZ |
Security | 133850309 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 76.00 |
C/P type | put |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 15.05.2024 |
Premium | 20.40% |
Premium p.a. | 73.72% |
Leverage | 112.40 |
Implied volatility | 34.57% |
Moneyness | out-of-the-money |
Leverage | 10.8450 |
Delta | -0.0965 |
Gamma | 0.0006 |
Theta | -0.0009 |
Rho | -0.0017 |
Vega | 0.0053 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 75.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.60 |
SONOVA HLDG N | 303.00 |
ROCHE GS | 272.50 |
Sika AG | 280.90 |
KUEHNE & NAGEL | 233.10 |
Name | Price |
---|---|
Holcim | 83.34 |
ABB Ltd | 49.54 |
Givaudan | 4'581.00 |
Lonza Group | 537.60 |
ZURICH INSURANCE | 513.20 |