Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -77.08% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -78.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 13.93 |
Premium | 0.44% |
Premium p.a. | 0.71% |
Leverage | 3.57 |
Implied volatility | 0.63 |
ISIN | CH1305135472 |
Symbol | ENREHZ |
Security | 130513547 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 14.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 31.01.2024 |
Premium | 44.17% |
Premium p.a. | 70.70% |
Leverage | 43.37 |
Implied volatility | 62.70% |
Moneyness | out-of-the-money |
Leverage | 3.5655 |
Delta | -0.0822 |
Gamma | 0.0013 |
Theta | -0.0004 |
Rho | -0.0016 |
Vega | 0.0029 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 13.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.84 |
UBS | 27.97 |
Swiss Re | 112.10 |
LOGITECH INT. | 87.34 |
Givaudan | 4'220.00 |
Name | Price |
---|---|
Nestlé SA | 94.12 |
Partners Group Ho... | 1'250.00 |
KUEHNE & NAGEL | 243.80 |
SWISSCOM N | 496.40 |
Holcim | 79.00 |