Last price paid | 0.21 | |
Change | -8.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -21.15% |
Year to date (YTD) | -19.23% |
1 month | -27.59% |
3 months | +5.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 24.24 |
Premium | 0.15% |
Premium p.a. | 0.24% |
Leverage | 2.32 |
Implied volatility | 0.56 |
ISIN | CH1281051115 |
Symbol | UBIJ3Z |
Security | 128105111 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 15.03% |
Premium p.a. | 23.85% |
Leverage | 5.59 |
Implied volatility | 56.21% |
Moneyness | in-the-money |
Leverage | 2.3206 |
Delta | -0.4154 |
Gamma | 0.0019 |
Theta | -0.0004 |
Rho | -0.0043 |
Vega | 0.0035 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 19.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |