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 | 20.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.89% |
Year to date (YTD) | -91.67% |
1 month | -40.00% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.90 |
Underlying price on issue | 266.54 |
Premium | 0.39% |
Premium p.a. | 3.73% |
Leverage | 11.25 |
Implied volatility | 0.73 |
ISIN | CH1268370363 |
Symbol | METNIZ |
Security | 126837036 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 285.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 12.06.2023 |
Premium | 38.83% |
Premium p.a. | 372.95% |
Leverage | 847.24 |
Implied volatility | 72.82% |
Moneyness | out-of-the-money |
Leverage | 11.2451 |
Delta | -0.0133 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 284.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |