Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.81% |
Year to date (YTD) | -90.48% |
1 month | -50.00% |
3 months | -90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 9.50 |
Premium | 0.28% |
Premium p.a. | 2.25% |
Leverage | 10.57 |
Implied volatility | 0.60 |
ISIN | CH1268366916 |
Symbol | CBKYMZ |
Security | 126836691 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 10.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 02.06.2023 |
Premium | 28.40% |
Premium p.a. | 225.31% |
Leverage | 226.51 |
Implied volatility | 59.57% |
Moneyness | out-of-the-money |
Leverage | 10.5682 |
Delta | -0.0467 |
Gamma | 0.0085 |
Theta | -0.0007 |
Rho | -0.0002 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 9.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
Lonza Group | 516.40 |
SONOVA HLDG N | 267.70 |
Holcim | 78.26 |