Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.31% |
Year to date (YTD) | -57.14% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 124.45 |
Premium | 0.46% |
Premium p.a. | 4.40% |
Leverage | 7.26 |
Implied volatility | 1.02 |
ISIN | CH1268374274 |
Symbol | AMZNMZ |
Security | 126837427 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 20.06.2023 |
Premium | 45.82% |
Premium p.a. | 440.07% |
Leverage | 334.06 |
Implied volatility | 102.42% |
Moneyness | out-of-the-money |
Leverage | 7.2602 |
Delta | -0.0217 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 99.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.52 |
ABB Ltd | 48.04 |
Sika AG | 284.20 |
Partners Group Ho... | 1'269.00 |
Alcon AG | 80.44 |
Name | Price |
---|---|
SONOVA HLDG N | 281.60 |
Nestlé SA | 95.56 |
Swiss Re | 109.40 |
Lonza Group | 526.00 |
SWISSCOM N | 501.00 |