Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
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 | -83.33% |
Year to date (YTD) | -82.61% |
1 month | n.a. |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 11.45 |
Premium | 0.52% |
Premium p.a. | 0.84% |
Leverage | 3.36 |
Implied volatility | 0.70 |
ISIN | CH1281050760 |
Symbol | ENRG0Z |
Security | 128105076 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 12.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 52.30% |
Premium p.a. | 83.72% |
Leverage | 60.21 |
Implied volatility | 70.31% |
Moneyness | out-of-the-money |
Leverage | 3.3575 |
Delta | -0.0558 |
Gamma | 0.0008 |
Theta | -0.0003 |
Rho | -0.0011 |
Vega | 0.0021 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 11.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.13 |
Givaudan | 4'235.00 |
LOGITECH INT. | 87.48 |
UBS | 27.98 |
Swiss Re | 112.00 |
Name | Price |
---|---|
Nestlé SA | 93.84 |
SWISSCOM N | 495.00 |
KUEHNE & NAGEL | 244.70 |
Partners Group Ho... | 1'260.50 |
NOVARTIS N | 93.18 |