Last price paid | 0.03 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -82.14% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 178.48 |
Premium | 0.09% |
Premium p.a. | 0.74% |
Leverage | 20.93 |
Implied volatility | 0.26 |
ISIN | CH1305141215 |
Symbol | AAPZTZ |
Security | 130514121 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 175.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 04.03.2024 |
Premium | 8.55% |
Premium p.a. | 74.34% |
Leverage | 137.95 |
Implied volatility | 26.17% |
Moneyness | out-of-the-money |
Leverage | 20.9286 |
Delta | -0.1517 |
Gamma | 0.0003 |
Theta | -0.0008 |
Rho | -0.0006 |
Vega | 0.0027 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 173.62 |
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. | 83.14 |
Swiss Re | 109.25 |
Givaudan | 4'155.00 |
NOVARTIS N | 93.54 |
Name | Price |
---|---|
Alcon AG | 79.56 |
GEBERIT N | 559.40 |
ABB Ltd | 47.14 |
Partners Group Ho... | 1'264.50 |
SONOVA HLDG N | 295.10 |