Last price paid | 0.12 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 14.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -26.47% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 184.66 |
Premium | 0.27% |
Premium p.a. | 0.28% |
Leverage | 4.27 |
Implied volatility | 0.39 |
ISIN | CH1338508786 |
Symbol | AMZXJZ |
Security | 133850878 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 07.06.2024 |
Premium | 26.69% |
Premium p.a. | 28.32% |
Leverage | 27.90 |
Implied volatility | 38.73% |
Moneyness | out-of-the-money |
Leverage | 4.2657 |
Delta | -0.1529 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | -0.0081 |
Vega | 0.0080 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 143.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |