Last price paid | 0.54 | |
Change | +22.73% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.07.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +94.64% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 496.45 |
Premium | 0.02% |
Premium p.a. | 0.11% |
Leverage | 6.02 |
Implied volatility | 0.34 |
ISIN | CH1338513612 |
Symbol | VACIPZ |
Security | 133851361 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 490.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.06.2024 |
Premium | 1.80% |
Premium p.a. | 10.97% |
Leverage | 8.14 |
Implied volatility | 33.91% |
Moneyness | in-the-money |
Leverage | 6.0180 |
Delta | -0.7395 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0057 |
Vega | 0.0058 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 435.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 265.30 |
NOVARTIS N | 96.31 |
LOGITECH INT. | 80.62 |
Givaudan | 4'306.00 |
GEBERIT N | 565.80 |
Name | Price |
---|---|
Swiss Re | 106.25 |
ROCHE GS | 279.50 |
ZURICH INSURANCE | 474.70 |
Alcon AG | 80.40 |
SWISSCOM N | 535.00 |