Last price paid | 0.58 | |
Change | +7.41% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +19.00% |
Year to date (YTD) | +65.71% |
1 month | +176.19% |
3 months | +163.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 134.58 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 4.43 |
Implied volatility | 0.46 |
ISIN | CH1268375578 |
Symbol | STMNCZ |
Security | 126837557 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 21.06.2023 |
Premium | 0.43% |
Premium p.a. | 5.21% |
Leverage | 4.90 |
Implied volatility | 46.15% |
Moneyness | in-the-money |
Leverage | 4.4283 |
Delta | -0.9031 |
Gamma | 0.0003 |
Theta | -0.0010 |
Rho | -0.0027 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 116.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'236.00 |
ABB Ltd | 49.71 |
ZURICH INSURANCE | 469.50 |
Nestlé SA | 91.64 |
Name | Price |
---|---|
Lonza Group | 485.30 |
UBS | 27.97 |
Partners Group Ho... | 1'193.50 |
Compagnie Financi... | 142.60 |
GEBERIT N | 556.00 |