Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +68.75% |
Year to date (YTD) | +86.67% |
1 month | n.a. |
3 months | +154.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 2.08 |
Premium | 0.04% |
Premium p.a. | 0.34% |
Leverage | 1.59 |
Implied volatility | 1.14 |
ISIN | CH1281048343 |
Symbol | AMSBPZ |
Security | 128104834 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 2.00 |
C/P type | put |
Subscription ratio | 5.37 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5.3724 |
Value day | 08.12.2023 |
Premium | 3.95% |
Premium p.a. | 34.33% |
Leverage | 2.04 |
Implied volatility | 114.28% |
Moneyness | in-the-money |
Leverage | 1.5867 |
Delta | -0.7764 |
Gamma | 0.1118 |
Theta | -0.0004 |
Rho | -0.0004 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.33 |
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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SONOVA HLDG N | 291.20 |
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