Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -87.50% |
Year to date (YTD) | -70.00% |
1 month | -57.14% |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 84.74 |
Premium | 0.15% |
Premium p.a. | 2.21% |
Leverage | 13.07 |
Implied volatility | 0.58 |
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 | 15.11% |
Premium p.a. | 220.55% |
Leverage | 75.59 |
Implied volatility | 58.14% |
Moneyness | out-of-the-money |
Leverage | 13.0689 |
Delta | 0.1729 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 89.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.72 |
GEBERIT N | 555.20 |
ABB Ltd | 49.83 |
Nestlé SA | 96.34 |
SWISSCOM N | 502.00 |
Name | Price |
---|---|
Givaudan | 4'193.00 |
Swiss Re | 113.90 |
Alcon AG | 80.06 |
SONOVA HLDG N | 283.90 |
NOVARTIS N | 92.97 |