Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 08.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.31% |
Year to date (YTD) | -88.00% |
1 month | n.a. |
3 months | -85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 44.25 |
Premium | 0.22% |
Premium p.a. | 1.75% |
Leverage | 12.17 |
Implied volatility | 0.49 |
ISIN | CH1281045950 |
Symbol | BAE5QZ |
Security | 128104595 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 42.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 22.11% |
Premium p.a. | 175.47% |
Leverage | 178.47 |
Implied volatility | 49.10% |
Moneyness | out-of-the-money |
Leverage | 12.1727 |
Delta | -0.0682 |
Gamma | 0.0014 |
Theta | -0.0013 |
Rho | -0.0005 |
Vega | 0.0025 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 41.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |