Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 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 | -89.29% |
Year to date (YTD) | n.a. |
1 month | -60.00% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 10.83 |
Premium | 0.31% |
Premium p.a. | 0.86% |
Leverage | 9.17 |
Implied volatility | 0.40 |
ISIN | CH1305132032 |
Symbol | CLN8MZ |
Security | 130513203 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 10.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 22.01.2024 |
Premium | 31.17% |
Premium p.a. | 85.55% |
Leverage | 192.27 |
Implied volatility | 39.76% |
Moneyness | out-of-the-money |
Leverage | 9.1685 |
Delta | -0.0477 |
Gamma | 0.0057 |
Theta | -0.0003 |
Rho | -0.0006 |
Vega | 0.0017 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 9.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |