Last price paid | 1.25 | |
Change | -0.79% [ -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 | +170.21% |
Year to date (YTD) | n.a. |
1 month | +1.63% |
3 months | +150.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 19.10 |
Premium | 0.53% |
Premium p.a. | 0.85% |
Leverage | 0.21 |
Implied volatility | 2.37 |
ISIN | CH1305129384 |
Symbol | VARCBZ |
Security | 130512938 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 18.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | 52.68% |
Premium p.a. | 84.71% |
Leverage | 0.86 |
Implied volatility | 237.46% |
Moneyness | in-the-money |
Leverage | 0.2116 |
Delta | -0.2465 |
Gamma | 0.0015 |
Theta | -0.0013 |
Rho | -0.0096 |
Vega | 0.0027 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 5.20 |
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 |