Last price paid | 0.25 | |
Change | +8.70% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -35.53% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 194.73 |
Premium | 0.12% |
Premium p.a. | 0.12% |
Leverage | 4.90 |
Implied volatility | 0.28 |
ISIN | CH1338508695 |
Symbol | AAPP3Z |
Security | 133850869 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
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 | 12.00% |
Premium p.a. | 11.89% |
Leverage | 15.44 |
Implied volatility | 27.23% |
Moneyness | out-of-the-money |
Leverage | 4.9529 |
Delta | -0.3207 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0106 |
Vega | 0.0134 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 186.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |