Last price paid | 0.21 | |
Change | -27.59% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -71.92% |
Year to date (YTD) | n.a. |
1 month | -53.33% |
3 months | -63.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.73 |
Underlying price on issue | 472.02 |
Premium | 0.04% |
Premium p.a. | 0.38% |
Leverage | 16.74 |
Implied volatility | 0.26 |
ISIN | CH1305135936 |
Symbol | METHVZ |
Security | 130513593 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 470.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.02.2024 |
Premium | 3.69% |
Premium p.a. | 38.44% |
Leverage | 42.50 |
Implied volatility | 26.04% |
Moneyness | out-of-the-money |
Leverage | 16.7444 |
Delta | -0.3940 |
Gamma | 0.0002 |
Theta | -0.0034 |
Rho | -0.0035 |
Vega | 0.0104 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 458.79 |
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 |