Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.72% |
Year to date (YTD) | -86.67% |
1 month | n.a. |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 2'769.00 |
Premium | 0.36% |
Premium p.a. | 3.77% |
Leverage | 14.11 |
Implied volatility | 0.64 |
ISIN | CH1268384307 |
Symbol | GIVO5Z |
Security | 126838430 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 2'700.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 22.08.2023 |
Premium | 36.16% |
Premium p.a. | 377.09% |
Leverage | 1'536.36 |
Implied volatility | 64.18% |
Moneyness | out-of-the-money |
Leverage | 14.1094 |
Delta | -0.0092 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'697.25 |
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 |