Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.32% |
Year to date (YTD) | -91.30% |
1 month | -69.23% |
3 months | -88.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 427.75 |
Premium | 0.16% |
Premium p.a. | 1.37% |
Leverage | 24.28 |
Implied volatility | 0.29 |
ISIN | CH1250736423 |
Symbol | ZURHSZ |
Security | 125073642 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.05.2023 |
Premium | 15.81% |
Premium p.a. | 137.36% |
Leverage | 632.27 |
Implied volatility | 29.40% |
Moneyness | out-of-the-money |
Leverage | 24.2822 |
Delta | -0.0384 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0004 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 399.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.35 |
Swiss Re | 109.35 |
LOGITECH INT. | 82.46 |
ROCHE GS | 237.00 |
ZURICH INSURANCE | 473.20 |
Name | Price |
---|---|
Partners Group Ho... | 1'259.50 |
ABB Ltd | 47.12 |
Alcon AG | 80.12 |
Holcim | 77.76 |
GEBERIT N | 561.80 |