Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.03.2024 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 | -62.50% |
Year to date (YTD) | -55.56% |
1 month | -33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 2.09 |
Premium | 1.23% |
Premium p.a. | 12.85% |
Leverage | 3.61 |
Implied volatility | 2.12 |
ISIN | CH1281050414 |
Symbol | AMSPZZ |
Security | 128105041 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 3.00 |
C/P type | call |
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 | 123.23% |
Premium p.a. | 1285.12% |
Leverage | 18.37 |
Implied volatility | 212.30% |
Moneyness | out-of-the-money |
Leverage | 3.6145 |
Delta | 0.1968 |
Gamma | 0.0612 |
Theta | -0.0007 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 3.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |