Last price paid | 0.29 | |
Change | -17.14% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -53.91% |
Year to date (YTD) | -53.23% |
1 month | -23.68% |
3 months | -30.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 114.60 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 13.89 |
Implied volatility | 0.14 |
ISIN | CH1281049382 |
Symbol | PSPFIZ |
Security | 128104938 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 08.12.2023 |
Premium | 8.42% |
Premium p.a. | 13.14% |
Leverage | 38.44 |
Implied volatility | 14.03% |
Moneyness | out-of-the-money |
Leverage | 13.8882 |
Delta | 0.3613 |
Gamma | 0.0029 |
Theta | -0.0012 |
Rho | 0.0244 |
Vega | 0.0340 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 122.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.60 |
Swiss Re | 109.50 |
ZURICH INSURANCE | 474.40 |
ROCHE GS | 237.10 |
KUEHNE & NAGEL | 252.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'263.50 |
Holcim | 77.70 |
ABB Ltd | 47.23 |
Alcon AG | 80.34 |
UBS | 27.26 |