Last price paid | 0.19 | |
Change | -13.64% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +15.63% |
Year to date (YTD) | n.a. |
1 month | -17.39% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 25.44 |
Premium | 0.13% |
Premium p.a. | 0.20% |
Leverage | 2.76 |
Implied volatility | 0.47 |
ISIN | CH1305147840 |
Symbol | AIXITZ |
Security | 130514784 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | AIXTRON N, DE000A0WMPJ6 |
Underlying ISIN | DE000A0WMPJ6 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 13.10% |
Premium p.a. | 20.35% |
Leverage | 6.19 |
Implied volatility | 46.97% |
Moneyness | in-the-money |
Leverage | 2.7609 |
Delta | -0.4459 |
Gamma | 0.0023 |
Theta | -0.0003 |
Rho | -0.0036 |
Vega | 0.0036 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 20.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 146.25 |
Swiss Re | 110.05 |
ZURICH INSURANCE | 474.70 |
NOVARTIS N | 93.43 |
Lonza Group | 531.40 |
Name | Price |
---|---|
Partners Group Ho... | 1'267.00 |
Holcim | 77.92 |
UBS | 27.27 |
ABB Ltd | 47.41 |
Sika AG | 280.20 |