Last price paid | 0.02 | |
Change | -20.00% [ -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 | 09.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 169.98 |
Premium | 0.14% |
Premium p.a. | 1.18% |
Leverage | 19.12 |
Implied volatility | 0.32 |
ISIN | CH1305149689 |
Symbol | AAPFLZ |
Security | 130514968 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 165.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 02.04.2024 |
Premium | 13.53% |
Premium p.a. | 117.59% |
Leverage | 229.92 |
Implied volatility | 32.43% |
Moneyness | out-of-the-money |
Leverage | 19.1169 |
Delta | -0.0831 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 164.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.70 |
Swiss Re | 109.50 |
LOGITECH INT. | 82.80 |
Givaudan | 4'158.00 |
NOVARTIS N | 93.48 |
Name | Price |
---|---|
Alcon AG | 79.56 |
ABB Ltd | 47.17 |
GEBERIT N | 560.00 |
Partners Group Ho... | 1'264.50 |
SONOVA HLDG N | 294.90 |