Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.36% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 228.73 |
Premium | 0.11% |
Premium p.a. | 1.09% |
Leverage | 27.04 |
Implied volatility | 0.25 |
ISIN | CH1305140753 |
Symbol | ROG07Z |
Security | 130514075 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 210.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 27.02.2024 |
Premium | 11.31% |
Premium p.a. | 108.62% |
Leverage | 393.50 |
Implied volatility | 25.39% |
Moneyness | out-of-the-money |
Leverage | 27.0421 |
Delta | -0.0687 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | -0.0004 |
Vega | 0.0025 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 209.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.88 |
ABB Ltd | 48.26 |
Alcon AG | 80.80 |
NOVARTIS N | 93.74 |
Sika AG | 282.70 |
Name | Price |
---|---|
SONOVA HLDG N | 281.90 |
Lonza Group | 513.20 |
Compagnie Financi... | 142.85 |
Nestlé SA | 95.58 |
KUEHNE & NAGEL | 245.60 |