Last price paid | 0.42 | |
Change | -2.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | +80.43% |
Year to date (YTD) | +133.33% |
1 month | -17.65% |
3 months | +110.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 65.69 |
Premium | 0.02% |
Premium p.a. | 0.02% |
Leverage | 3.28 |
Implied volatility | 0.31 |
ISIN | CH1281051107 |
Symbol | BOS6GZ |
Security | 128105110 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.12.2023 |
Premium | 1.58% |
Premium p.a. | 2.47% |
Leverage | 4.78 |
Implied volatility | 31.25% |
Moneyness | in-the-money |
Leverage | 3.2779 |
Delta | -0.6855 |
Gamma | 0.0011 |
Theta | -0.0002 |
Rho | -0.0114 |
Vega | 0.0056 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 49.49 |
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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