Last price paid | 0.09 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.08.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.08.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -52.63% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 276.95 |
Premium | 0.04% |
Premium p.a. | 0.42% |
Leverage | 24.32 |
Implied volatility | 0.20 |
ISIN | CH1338525061 |
Symbol | ROGVAZ |
Security | 133852506 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 275.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 12.08.2024 |
Premium | 4.03% |
Premium p.a. | 42.04% |
Leverage | 78.56 |
Implied volatility | 20.08% |
Moneyness | out-of-the-money |
Leverage | 24.3212 |
Delta | -0.3096 |
Gamma | 0.0005 |
Theta | -0.0022 |
Rho | -0.0022 |
Vega | 0.0077 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 271.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |