Last price paid | 0.24 | |
Change | -4.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -62.70% |
Year to date (YTD) | -67.12% |
1 month | -44.19% |
3 months | -55.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 183.80 |
Premium | 0.09% |
Premium p.a. | 0.24% |
Leverage | 11.29 |
Implied volatility | 0.22 |
ISIN | CH1281050141 |
Symbol | FHZOIZ |
Security | 128105014 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 178.76 |
C/P type | put |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 08.12.2023 |
Premium | 8.75% |
Premium p.a. | 24.00% |
Leverage | 40.87 |
Implied volatility | 22.19% |
Moneyness | out-of-the-money |
Leverage | 11.2939 |
Delta | -0.2763 |
Gamma | 0.0006 |
Theta | -0.0015 |
Rho | -0.0105 |
Vega | 0.0194 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 175.30 |
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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