Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -77.78% |
Year to date (YTD) | -75.00% |
1 month | -66.67% |
3 months | -68.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 4.04 |
Premium | 0.25% |
Premium p.a. | 0.70% |
Leverage | 6.53 |
Implied volatility | 0.45 |
ISIN | CH1268391195 |
Symbol | OER60Z |
Security | 126839119 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 3.80 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.09.2023 |
Premium | 24.77% |
Premium p.a. | 70.07% |
Leverage | 49.18 |
Implied volatility | 45.24% |
Moneyness | out-of-the-money |
Leverage | 6.5335 |
Delta | -0.1328 |
Gamma | 0.0325 |
Theta | -0.0002 |
Rho | -0.0005 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 3.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.99 |
LOGITECH INT. | 83.12 |
Alcon AG | 80.76 |
NOVARTIS N | 93.65 |
Partners Group Ho... | 1'260.00 |
Name | Price |
---|---|
SONOVA HLDG N | 281.00 |
Lonza Group | 514.00 |
Compagnie Financi... | 142.70 |
KUEHNE & NAGEL | 244.90 |
Nestlé SA | 95.72 |