Last price paid | 0.25 | |
Change | -10.71% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 21.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -59.17% |
Year to date (YTD) | -74.23% |
1 month | -61.54% |
3 months | -77.48% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 57.54 |
Premium | 0.03% |
Premium p.a. | 0.25% |
Leverage | 11.83 |
Implied volatility | 0.27 |
ISIN | CH1268371510 |
Symbol | BAERPZ |
Security | 126837151 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 55.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 14.06.2023 |
Premium | 3.04% |
Premium p.a. | 24.69% |
Leverage | 22.12 |
Implied volatility | 27.23% |
Moneyness | in-the-money |
Leverage | 11.8277 |
Delta | -0.5346 |
Gamma | 0.0077 |
Theta | -0.0022 |
Rho | -0.0039 |
Vega | 0.0076 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 52.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |