Last price paid | 0.03 | |
Change | -14.29% [ -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 | 04.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.90% |
Year to date (YTD) | -92.68% |
1 month | -80.00% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 137.40 |
Premium | 0.12% |
Premium p.a. | 0.98% |
Leverage | 23.52 |
Implied volatility | 0.26 |
ISIN | CH1268380164 |
Symbol | BALB8Z |
Security | 126838016 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 130.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 27.07.2023 |
Premium | 11.84% |
Premium p.a. | 98.26% |
Leverage | 293.80 |
Implied volatility | 26.21% |
Moneyness | out-of-the-money |
Leverage | 23.5199 |
Delta | -0.0801 |
Gamma | 0.0006 |
Theta | -0.0011 |
Rho | -0.0007 |
Vega | 0.0038 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 129.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |