Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 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 | -98.91% |
Year to date (YTD) | -90.63% |
1 month | n.a. |
3 months | -81.25% |
1 year | -98.08% |
3 years | n.a. |
Issue price | 0.92 |
Underlying price on issue | 4'277.87 |
Premium | 0.27% |
Premium p.a. | 2.34% |
Leverage | 21.19 |
Implied volatility | 0.40 |
ISIN | CH1237243238 |
Symbol | SX5MNZ |
Security | 123724323 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 3'700.00 |
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 | 26.96% |
Premium p.a. | 234.33% |
Leverage | 2'498.19 |
Implied volatility | 40.02% |
Moneyness | out-of-the-money |
Leverage | 21.1910 |
Delta | -0.0085 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0003 |
Vega | 0.0020 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 3'697.97 |
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 |