Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.71% |
Year to date (YTD) | -90.91% |
1 month | -69.23% |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 130.80 |
Premium | 0.20% |
Premium p.a. | 1.72% |
Leverage | 18.70 |
Implied volatility | 0.38 |
ISIN | CH1268376386 |
Symbol | BAL12Z |
Security | 126837638 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 30.06.2023 |
Premium | 19.83% |
Premium p.a. | 172.30% |
Leverage | 497.67 |
Implied volatility | 37.78% |
Moneyness | out-of-the-money |
Leverage | 18.7013 |
Delta | -0.0376 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | -0.0003 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 119.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.85 |
Swiss Re | 109.05 |
LOGITECH INT. | 82.56 |
NOVARTIS N | 93.56 |
ZURICH INSURANCE | 473.00 |
Name | Price |
---|---|
Partners Group Ho... | 1'257.50 |
ABB Ltd | 47.04 |
Holcim | 77.50 |
Alcon AG | 80.06 |
GEBERIT N | 560.60 |