Last price paid | 0.68 | |
Change | -10.53% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.09.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 14.06.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +56.98% |
Year to date (YTD) | n.a. |
1 month | +3.03% |
3 months | +51.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 191.51 |
Premium | 0.03% |
Premium p.a. | 0.09% |
Leverage | 3.39 |
Implied volatility | 0.43 |
ISIN | CH1338508869 |
Symbol | BA0O6Z |
Security | 133850886 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Boeing Co Rg, US0970231058 |
Underlying ISIN | US0970231058 |
Strike | 190.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 07.06.2024 |
Premium | 3.05% |
Premium p.a. | 8.78% |
Leverage | 5.16 |
Implied volatility | 42.86% |
Moneyness | in-the-money |
Leverage | 3.3851 |
Delta | -0.6562 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | -0.0089 |
Vega | 0.0076 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 158.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |