Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -37.50% |
Year to date (YTD) | n.a. |
1 month | -23.33% |
3 months | -17.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 446.65 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 7.31 |
Implied volatility | 0.23 |
ISIN | CH1305135274 |
Symbol | OR0ICZ |
Security | 130513527 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | L'Oreal, FR0000120321 |
Underlying ISIN | FR0000120321 |
Strike | 440.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 31.01.2024 |
Premium | 7.13% |
Premium p.a. | 11.94% |
Leverage | 19.81 |
Implied volatility | 23.20% |
Moneyness | out-of-the-money |
Leverage | 7.3104 |
Delta | -0.3690 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0112 |
Vega | 0.0130 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 417.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |