Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.22% |
Year to date (YTD) | -95.71% |
1 month | -80.00% |
3 months | -90.32% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.90 |
Underlying price on issue | 4'472.47 |
Premium | 0.13% |
Premium p.a. | 1.15% |
Leverage | 31.86 |
Implied volatility | 0.23 |
ISIN | CH1281048095 |
Symbol | SX5TQZ |
Security | 128104809 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'400.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 07.12.2023 |
Premium | 13.21% |
Premium p.a. | 114.84% |
Leverage | 999.48 |
Implied volatility | 23.02% |
Moneyness | out-of-the-money |
Leverage | 31.8643 |
Delta | -0.0319 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0011 |
Vega | 0.0061 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 4'394.93 |
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 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |