Last price paid | 0.19 | |
Change | -17.39% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -53.75% |
Year to date (YTD) | n.a. |
1 month | -45.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 60.56 |
Premium | 0.05% |
Premium p.a. | 0.45% |
Leverage | 15.19 |
Implied volatility | 0.28 |
ISIN | CH1305141652 |
Symbol | PYPNRZ |
Security | 130514165 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PayPal Holdings Rg, US70450Y1038 |
Underlying ISIN | US70450Y1038 |
Strike | 65.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 04.03.2024 |
Premium | 4.56% |
Premium p.a. | 44.99% |
Leverage | 31.68 |
Implied volatility | 28.00% |
Moneyness | out-of-the-money |
Leverage | 15.1855 |
Delta | 0.4794 |
Gamma | 0.0076 |
Theta | -0.0032 |
Rho | 0.0027 |
Vega | 0.0074 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 67.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 289.00 |
Alcon AG | 82.60 |
LOGITECH INT. | 84.92 |
Holcim | 78.84 |
GEBERIT N | 560.60 |
Name | Price |
---|---|
Swiss Life Hldg | 614.40 |
Compagnie Financi... | 141.40 |
ROCHE GS | 232.00 |
NOVARTIS N | 93.06 |
Nestlé SA | 94.54 |