Last price paid | 0.32 | |
Change | +6.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -24.42% |
Year to date (YTD) | +10.34% |
1 month | +39.13% |
3 months | +52.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 127.25 |
Premium | 0.04% |
Premium p.a. | 0.10% |
Leverage | 5.70 |
Implied volatility | 0.28 |
ISIN | CH1268392573 |
Symbol | STMC8Z |
Security | 126839257 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 130.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 21.09.2023 |
Premium | 3.66% |
Premium p.a. | 10.06% |
Leverage | 9.34 |
Implied volatility | 28.27% |
Moneyness | in-the-money |
Leverage | 5.7027 |
Delta | -0.6104 |
Gamma | 0.0005 |
Theta | -0.0007 |
Rho | -0.0079 |
Vega | 0.0070 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 117.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
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GEBERIT N | 561.40 |