Last price paid | 0.03 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -89.29% |
Year to date (YTD) | -75.00% |
1 month | -90.32% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 181.60 |
Premium | 0.06% |
Premium p.a. | 0.63% |
Leverage | 23.59 |
Implied volatility | 0.24 |
ISIN | CH1268370025 |
Symbol | AAP8UZ |
Security | 126837002 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 180.00 |
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 | 6.04% |
Premium p.a. | 62.96% |
Leverage | 115.72 |
Implied volatility | 23.67% |
Moneyness | out-of-the-money |
Leverage | 23.5867 |
Delta | -0.2038 |
Gamma | 0.0004 |
Theta | -0.0009 |
Rho | -0.0007 |
Vega | 0.0030 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 178.36 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |