Last price paid | 1.08 | |
Change | -4.42% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 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 | -31.53% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.57 |
Underlying price on issue | 476.84 |
Premium | 0.15% |
Premium p.a. | 0.15% |
Leverage | 3.06 |
Implied volatility | 0.39 |
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 | 15.06% |
Premium p.a. | 15.06% |
Leverage | 8.65 |
Implied volatility | 39.28% |
Moneyness | out-of-the-money |
Leverage | 3.0612 |
Delta | -0.3538 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0310 |
Vega | 0.0342 |
Fair value | 1.08 |
Intrinsic value | n.a. |
Break-even | 440.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |