Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.02.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.86% |
Year to date (YTD) | -93.10% |
1 month | -73.33% |
3 months | -86.67% |
1 year | -98.11% |
3 years | n.a. |
Issue price | 1.32 |
Underlying price on issue | 4'277.87 |
Premium | 0.21% |
Premium p.a. | 1.83% |
Leverage | 24.42 |
Implied volatility | 0.33 |
ISIN | CH1237243220 |
Symbol | SX5YGZ |
Security | 123724322 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'000.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 15.02.2023 |
Premium | 21.06% |
Premium p.a. | 183.01% |
Leverage | 1'665.46 |
Implied volatility | 32.89% |
Moneyness | out-of-the-money |
Leverage | 24.4193 |
Delta | -0.0147 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0006 |
Vega | 0.0031 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 3'996.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |