Last price paid | 0.19 | |
Change | -20.83% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -52.56% |
Year to date (YTD) | -64.15% |
1 month | -34.48% |
3 months | -40.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 109.05 |
Premium | 0.08% |
Premium p.a. | 0.21% |
Leverage | 17.98 |
Implied volatility | 0.15 |
ISIN | CH1268390858 |
Symbol | PSPPXZ |
Security | 126839085 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 7.83% |
Premium p.a. | 21.33% |
Leverage | 61.08 |
Implied volatility | 15.29% |
Moneyness | out-of-the-money |
Leverage | 17.9830 |
Delta | 0.2944 |
Gamma | 0.0033 |
Theta | -0.0015 |
Rho | 0.0115 |
Vega | 0.0236 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 121.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |