Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -79.33% |
Year to date (YTD) | -71.43% |
1 month | -36.00% |
3 months | -36.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 648.45 |
Premium | 0.29% |
Premium p.a. | 0.48% |
Leverage | 5.94 |
Implied volatility | 0.39 |
ISIN | CH1281050778 |
Symbol | ASM01Z |
Security | 128105077 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 640.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 29.09% |
Premium p.a. | 48.04% |
Leverage | 56.36 |
Implied volatility | 39.40% |
Moneyness | out-of-the-money |
Leverage | 5.9399 |
Delta | -0.1054 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0054 |
Vega | 0.0124 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 624.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |