Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -89.66% |
Year to date (YTD) | -80.56% |
1 month | -41.67% |
3 months | -73.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 98.30 |
Premium | 0.17% |
Premium p.a. | 1.45% |
Leverage | 15.09 |
Implied volatility | 0.40 |
ISIN | CH1281049671 |
Symbol | SFSVMZ |
Security | 128104967 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SFS Group N, CH0239229302 |
Underlying ISIN | CH0239229302 |
Strike | 96.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 17.47% |
Premium p.a. | 144.96% |
Leverage | 192.67 |
Implied volatility | 40.06% |
Moneyness | out-of-the-money |
Leverage | 15.0906 |
Delta | -0.0783 |
Gamma | 0.0005 |
Theta | -0.0013 |
Rho | -0.0006 |
Vega | 0.0029 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 95.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 531.80 |
SONOVA HLDG N | 298.30 |
GEBERIT N | 565.80 |
Partners Group Ho... | 1'274.00 |
Sika AG | 283.00 |
Name | Price |
---|---|
NOVARTIS N | 93.48 |
SWISSCOM N | 503.00 |
LOGITECH INT. | 80.68 |
ZURICH INSURANCE | 453.80 |
Compagnie Financi... | 136.90 |