Last price paid | 0.02 | |
Change | -42.86% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | -81.82% |
1 month | -75.00% |
3 months | -69.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 231.70 |
Premium | 0.23% |
Premium p.a. | 1.89% |
Leverage | 16.03 |
Implied volatility | 0.42 |
ISIN | CH1268380982 |
Symbol | SOOVSZ |
Security | 126838098 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 225.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.08.2023 |
Premium | 22.81% |
Premium p.a. | 189.18% |
Leverage | 387.33 |
Implied volatility | 41.97% |
Moneyness | out-of-the-money |
Leverage | 16.0350 |
Delta | -0.0414 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 224.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 526.20 |
SONOVA HLDG N | 292.90 |
Sika AG | 283.30 |
GEBERIT N | 561.00 |
Partners Group Ho... | 1'263.50 |
Name | Price |
---|---|
Compagnie Financi... | 136.15 |
NOVARTIS N | 93.37 |
Nestlé SA | 94.74 |
SWISSCOM N | 504.00 |
Swiss Re | 103.85 |