Last price paid | 0.055 | |
Change | -8.33% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 16.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | n.a. |
1 month | -54.17% |
3 months | -77.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 121.80 |
Premium | 0.23% |
Premium p.a. | 0.37% |
Leverage | 7.85 |
Implied volatility | 0.30 |
ISIN | CH1305129889 |
Symbol | SX7OFZ |
Security | 130512988 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 115.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 09.01.2024 |
Premium | 22.93% |
Premium p.a. | 36.86% |
Leverage | 72.71 |
Implied volatility | 30.24% |
Moneyness | out-of-the-money |
Leverage | 7.8529 |
Delta | -0.1080 |
Gamma | 0.0006 |
Theta | -0.0003 |
Rho | -0.0035 |
Vega | 0.0053 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 112.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |