Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -73.53% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -63.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 242.43 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 9.83 |
Implied volatility | 0.21 |
ISIN | CH1305129186 |
Symbol | ALV35Z |
Security | 130512918 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 05.01.2024 |
Premium | 11.82% |
Premium p.a. | 19.26% |
Leverage | 48.86 |
Implied volatility | 21.40% |
Moneyness | out-of-the-money |
Leverage | 9.8344 |
Delta | -0.2013 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | -0.0090 |
Vega | 0.0145 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 234.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |