Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 12.02.2024 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 186.20 |
Premium | 0.13% |
Premium p.a. | 6.80% |
Leverage | 26.69 |
Implied volatility | 0.61 |
ISIN | CH1305135613 |
Symbol | AAPT6Z |
Security | 130513561 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 195.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.02.2024 |
Premium | 13.04% |
Premium p.a. | 680.16% |
Leverage | 305.41 |
Implied volatility | 61.10% |
Moneyness | out-of-the-money |
Leverage | 26.6930 |
Delta | 0.0874 |
Gamma | 0.0002 |
Theta | -0.0028 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 195.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.30 |
LOGITECH INT. | 83.16 |
Swiss Re | 109.20 |
Givaudan | 4'160.00 |
NOVARTIS N | 93.57 |
Name | Price |
---|---|
Alcon AG | 79.56 |
ABB Ltd | 47.12 |
GEBERIT N | 559.60 |
Partners Group Ho... | 1'264.50 |
KUEHNE & NAGEL | 249.40 |