Last price paid | 0.30 | |
Change | -18.92% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -53.28% |
Year to date (YTD) | -56.52% |
1 month | -30.23% |
3 months | -31.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 114.60 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 16.74 |
Implied volatility | 0.14 |
ISIN | CH1281049366 |
Symbol | PSPWBZ |
Security | 128104936 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | PSP Swiss Propert N, CH0018294154 |
Underlying ISIN | CH0018294154 |
Strike | 116.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 5.18% |
Premium p.a. | 14.21% |
Leverage | 39.65 |
Implied volatility | 14.24% |
Moneyness | out-of-the-money |
Leverage | 16.7371 |
Delta | 0.4221 |
Gamma | 0.0040 |
Theta | -0.0016 |
Rho | 0.0163 |
Vega | 0.0267 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 118.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.10 |
LOGITECH INT. | 83.18 |
Swiss Re | 109.05 |
Givaudan | 4'155.00 |
NOVARTIS N | 93.53 |
Name | Price |
---|---|
Alcon AG | 79.60 |
ABB Ltd | 47.16 |
GEBERIT N | 559.80 |
Partners Group Ho... | 1'266.50 |
SONOVA HLDG N | 295.10 |