Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 14.06.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -59.09% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 194.73 |
Premium | 0.16% |
Premium p.a. | 0.22% |
Leverage | 6.39 |
Implied volatility | 0.29 |
ISIN | CH1338508661 |
Symbol | AAP3TZ |
Security | 133850866 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 200.00 |
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 | 15.56% |
Premium p.a. | 22.27% |
Leverage | 30.33 |
Implied volatility | 29.20% |
Moneyness | out-of-the-money |
Leverage | 6.3895 |
Delta | -0.2107 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | -0.0079 |
Vega | 0.0099 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 192.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'372.00 |
SWISSCOM N | 515.50 |
Lonza Group | 504.60 |
LOGITECH INT. | 85.02 |
ROCHE GS | 244.60 |
Name | Price |
---|---|
Holcim | 81.08 |
UBS | 27.11 |
SONOVA HLDG N | 272.40 |
Alcon AG | 80.12 |
GEBERIT N | 536.20 |