Last price paid | 0.025 | |
Change | -28.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | -50.00% |
1 month | -73.68% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 84.74 |
Premium | 0.11% |
Premium p.a. | 0.80% |
Leverage | 11.25 |
Implied volatility | 0.42 |
ISIN | CH1281037197 |
Symbol | P91UVZ |
Security | 128103719 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 88.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.11.2023 |
Premium | 10.70% |
Premium p.a. | 79.73% |
Leverage | 39.74 |
Implied volatility | 42.26% |
Moneyness | out-of-the-money |
Leverage | 11.2524 |
Delta | 0.2831 |
Gamma | 0.0003 |
Theta | -0.0003 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 90.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 247.90 |
Compagnie Financi... | 136.20 |
Holcim | 81.64 |
Swiss Re | 105.35 |
ROCHE GS | 225.90 |
Name | Price |
---|---|
Givaudan | 4'060.00 |
GEBERIT N | 549.60 |
LOGITECH INT. | 76.96 |
ZURICH INSURANCE | 457.30 |
Nestlé SA | 94.68 |