Last price paid | 0.15 | |
Change | -11.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -71.57% |
Year to date (YTD) | n.a. |
1 month | -44.44% |
3 months | -58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 175.00 |
Premium | 0.12% |
Premium p.a. | 0.34% |
Leverage | 12.37 |
Implied volatility | 0.23 |
ISIN | CH1305132230 |
Symbol | FHZ6HZ |
Security | 130513223 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 168.83 |
C/P type | put |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 22.01.2024 |
Premium | 11.63% |
Premium p.a. | 33.70% |
Leverage | 65.21 |
Implied volatility | 23.45% |
Moneyness | out-of-the-money |
Leverage | 12.3698 |
Delta | -0.1897 |
Gamma | 0.0005 |
Theta | -0.0013 |
Rho | -0.0067 |
Vega | 0.0150 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 167.10 |
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 |