Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.86% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 3'719.00 |
Premium | 0.14% |
Premium p.a. | 1.23% |
Leverage | 23.32 |
Implied volatility | 0.29 |
ISIN | CH1305139144 |
Symbol | GIVWIZ |
Security | 130513914 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 3'600.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 21.02.2024 |
Premium | 14.11% |
Premium p.a. | 122.66% |
Leverage | 418.00 |
Implied volatility | 28.81% |
Moneyness | out-of-the-money |
Leverage | 23.3222 |
Delta | -0.0558 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0006 |
Vega | 0.0032 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 3'590.00 |
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 |