Last price paid | 0.81 | |
Change | -1.22% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +203.23% |
Year to date (YTD) | n.a. |
1 month | -4.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 15.18 |
Premium | 0.59% |
Premium p.a. | 0.95% |
Leverage | 0.24 |
Implied volatility | 2.41 |
ISIN | CH1305142965 |
Symbol | VARM5Z |
Security | 130514296 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 14.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.03.2024 |
Premium | 58.53% |
Premium p.a. | 95.37% |
Leverage | 1.15 |
Implied volatility | 241.01% |
Moneyness | in-the-money |
Leverage | 0.2360 |
Delta | -0.2047 |
Gamma | 0.0014 |
Theta | -0.0012 |
Rho | -0.0071 |
Vega | 0.0024 |
Fair value | 0.63 |
Intrinsic value | n.a. |
Break-even | 4.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.80 |
ABB Ltd | 49.64 |
UBS | 28.30 |
Compagnie Financi... | 143.90 |
Alcon AG | 82.24 |
Name | Price |
---|---|
SONOVA HLDG N | 290.60 |
Partners Group Ho... | 1'224.50 |
Lonza Group | 512.40 |
GEBERIT N | 566.00 |
LOGITECH INT. | 87.98 |