Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -91.67% |
Year to date (YTD) | -90.63% |
1 month | -70.00% |
3 months | -78.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 132.70 |
Premium | 0.16% |
Premium p.a. | 1.39% |
Leverage | 18.56 |
Implied volatility | 0.35 |
ISIN | CH1281048582 |
Symbol | BAL5FZ |
Security | 128104858 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 125.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 16.33% |
Premium p.a. | 138.62% |
Leverage | 297.60 |
Implied volatility | 34.70% |
Moneyness | out-of-the-money |
Leverage | 18.5649 |
Delta | -0.0624 |
Gamma | 0.0003 |
Theta | -0.0012 |
Rho | -0.0006 |
Vega | 0.0031 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 124.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |