Last price paid | 0.35 | |
Change | +9.37% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -58.24% |
Year to date (YTD) | -52.05% |
1 month | -23.91% |
3 months | -55.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.85 |
Underlying price on issue | 61.38 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 10.06 |
Implied volatility | 0.32 |
ISIN | CH1281052444 |
Symbol | PYPJNZ |
Security | 128105244 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 65.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 18.12.2023 |
Premium | 1.88% |
Premium p.a. | 19.10% |
Leverage | 16.04 |
Implied volatility | 31.74% |
Moneyness | in-the-money |
Leverage | 10.0607 |
Delta | -0.6273 |
Gamma | 0.0067 |
Theta | -0.0024 |
Rho | -0.0039 |
Vega | 0.0068 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 61.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |