Last price paid | 1.01 | |
Change | -7.34% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.08.2024 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 | -38.54% |
Year to date (YTD) | n.a. |
1 month | -15.13% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.57 |
Underlying price on issue | 476.84 |
Premium | 0.17% |
Premium p.a. | 0.19% |
Leverage | 3.18 |
Implied volatility | 0.41 |
ISIN | CH1338507630 |
Symbol | METAZZ |
Security | 133850763 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 500.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 28.05.2024 |
Premium | 16.51% |
Premium p.a. | 19.01% |
Leverage | 9.53 |
Implied volatility | 41.47% |
Moneyness | out-of-the-money |
Leverage | 3.1770 |
Delta | -0.3335 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | -0.0261 |
Vega | 0.0309 |
Fair value | 0.97 |
Intrinsic value | n.a. |
Break-even | 444.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 26.62 |
SONOVA HLDG N | 288.70 |
Swiss Re | 105.95 |
KUEHNE & NAGEL | 256.70 |
Partners Group Ho... | 1'159.00 |
Name | Price |
---|---|
Lonza Group | 548.80 |
LOGITECH INT. | 76.08 |
ROCHE GS | 279.60 |
Givaudan | 4'136.00 |
Nestlé SA | 89.06 |