Last price paid | 0.18 | |
Change | -10.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 04.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -31.48% |
Year to date (YTD) | n.a. |
1 month | -14.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 62.50 |
Premium | 0.68% |
Premium p.a. | 0.73% |
Leverage | 5.38 |
Implied volatility | 0.42 |
ISIN | CH1338507556 |
Symbol | PYP8MZ |
Security | 133850755 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 28.05.2024 |
Premium | 68.15% |
Premium p.a. | 73.38% |
Leverage | 29.25 |
Implied volatility | 42.19% |
Moneyness | out-of-the-money |
Leverage | 5.3797 |
Delta | 0.1839 |
Gamma | 0.0012 |
Theta | -0.0010 |
Rho | 0.0075 |
Vega | 0.0139 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 102.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 268.90 |
ABB Ltd | 49.39 |
Lonza Group | 521.40 |
Partners Group Ho... | 1'221.50 |
Holcim | 85.22 |
Name | Price |
---|---|
Givaudan | 4'130.00 |
ROCHE GS | 273.30 |
LOGITECH INT. | 79.88 |
Nestlé SA | 94.26 |
SWISSCOM N | 533.00 |