Last price paid | 0.20 | |
Change | -4.76% [ -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 | 15.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +8.33% |
Year to date (YTD) | n.a. |
1 month | -31.03% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 56.06 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 4.76 |
Implied volatility | 0.29 |
ISIN | CH1305143252 |
Symbol | BOS51Z |
Security | 130514325 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 52.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.03.2024 |
Premium | 6.48% |
Premium p.a. | 10.11% |
Leverage | 10.19 |
Implied volatility | 29.36% |
Moneyness | in-the-money |
Leverage | 4.7593 |
Delta | -0.4673 |
Gamma | 0.0014 |
Theta | -0.0003 |
Rho | -0.0072 |
Vega | 0.0063 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 47.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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