Last price paid | 0.32 | |
Change | -3.03% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 04.06.2024 |
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 | +23.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 67.52 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 5.80 |
Implied volatility | 0.26 |
ISIN | CH1338507093 |
Symbol | BNPL3Z |
Security | 133850709 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 65.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 28.05.2024 |
Premium | 2.09% |
Premium p.a. | 5.49% |
Leverage | 9.01 |
Implied volatility | 26.16% |
Moneyness | in-the-money |
Leverage | 5.8002 |
Delta | -0.6437 |
Gamma | 0.0020 |
Theta | -0.0004 |
Rho | -0.0082 |
Vega | 0.0065 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 58.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 26.45 |
SONOVA HLDG N | 287.90 |
Swiss Re | 106.10 |
ZURICH INSURANCE | 473.90 |
Partners Group Ho... | 1'160.50 |
Name | Price |
---|---|
LOGITECH INT. | 76.14 |
Lonza Group | 550.40 |
ROCHE GS | 281.00 |
Nestlé SA | 89.30 |
Alcon AG | 80.64 |