Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.86% |
Year to date (YTD) | n.a. |
1 month | -82.35% |
3 months | -85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 1'271.00 |
Premium | 0.22% |
Premium p.a. | 2.09% |
Leverage | 16.09 |
Implied volatility | 0.45 |
ISIN | CH1305131794 |
Symbol | BAR0UZ |
Security | 130513179 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'240.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 22.01.2024 |
Premium | 21.77% |
Premium p.a. | 209.13% |
Leverage | 395.00 |
Implied volatility | 45.23% |
Moneyness | out-of-the-money |
Leverage | 16.0923 |
Delta | -0.0407 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | -0.0004 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 1'236.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.13 |
LOGITECH INT. | 83.12 |
Alcon AG | 80.58 |
NOVARTIS N | 93.75 |
Partners Group Ho... | 1'260.50 |
Name | Price |
---|---|
SONOVA HLDG N | 282.30 |
Lonza Group | 515.00 |
Compagnie Financi... | 142.60 |
KUEHNE & NAGEL | 244.40 |
Nestlé SA | 95.68 |