Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -96.05% |
Year to date (YTD) | -81.82% |
1 month | -84.62% |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 404.60 |
Premium | 0.11% |
Premium p.a. | 1.33% |
Leverage | 24.24 |
Implied volatility | 0.30 |
ISIN | CH1268367104 |
Symbol | OR036Z |
Security | 126836710 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | L'Oreal, FR0000120321 |
Underlying ISIN | FR0000120321 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.06.2023 |
Premium | 11.28% |
Premium p.a. | 132.81% |
Leverage | 296.82 |
Implied volatility | 30.22% |
Moneyness | out-of-the-money |
Leverage | 24.2447 |
Delta | -0.0817 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0003 |
Vega | 0.0020 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 398.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 490.80 |
Compagnie Financi... | 143.65 |
ROCHE GS | 228.80 |
KUEHNE & NAGEL | 249.50 |
LOGITECH INT. | 86.84 |
Name | Price |
---|---|
Lonza Group | 496.70 |
Sika AG | 276.90 |
Partners Group Ho... | 1'204.50 |
Alcon AG | 81.18 |
Holcim | 79.50 |