Last price paid | 0.41 | |
Change | -30.51% [ -0.18 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | +164.58% |
Year to date (YTD) | n.a. |
1 month | +17.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 486.30 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 11.39 |
Implied volatility | 0.20 |
ISIN | CH1338515088 |
Symbol | ZURGTZ |
Security | 133851508 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 480.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 25.06.2024 |
Premium | 0.59% |
Premium p.a. | 4.99% |
Leverage | 14.20 |
Implied volatility | 20.16% |
Moneyness | in-the-money |
Leverage | 11.3895 |
Delta | -0.8020 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | -0.0087 |
Vega | 0.0086 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 448.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 520.00 |
ROCHE GS | 272.50 |
Swiss Re | 101.85 |
Swiss Life Hldg | 637.40 |
Nestlé SA | 88.34 |
Name | Price |
---|---|
LOGITECH INT. | 71.84 |
ZURICH INSURANCE | 451.30 |
Alcon AG | 77.80 |
Lonza Group | 547.40 |
KUEHNE & NAGEL | 250.20 |