Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -84.09% |
Year to date (YTD) | n.a. |
1 month | -65.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 171.41 |
Premium | 0.07% |
Premium p.a. | 0.70% |
Leverage | 19.25 |
Implied volatility | 0.28 |
ISIN | CH1305139433 |
Symbol | AMZFZZ |
Security | 130513943 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 170.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 22.02.2024 |
Premium | 7.29% |
Premium p.a. | 70.00% |
Leverage | 94.33 |
Implied volatility | 27.57% |
Moneyness | out-of-the-money |
Leverage | 19.2462 |
Delta | -0.2040 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | -0.0007 |
Vega | 0.0030 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 168.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |