Last price paid | 0.20 | |
Change | +11.11% [ +0.02 ] | |
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 | -37.88% |
Year to date (YTD) | 0.00% |
1 month | +42.86% |
3 months | +42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 120.70 |
Premium | 0.08% |
Premium p.a. | 0.21% |
Leverage | 6.41 |
Implied volatility | 0.31 |
ISIN | CH1281049317 |
Symbol | STMBWZ |
Security | 128104931 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 08.12.2023 |
Premium | 7.57% |
Premium p.a. | 20.76% |
Leverage | 14.75 |
Implied volatility | 31.11% |
Moneyness | out-of-the-money |
Leverage | 6.4053 |
Delta | -0.4343 |
Gamma | 0.0004 |
Theta | -0.0008 |
Rho | -0.0055 |
Vega | 0.0072 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 111.80 |
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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Nestlé SA | 96.62 |
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SONOVA HLDG N | 291.20 |
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