Last price paid | 0.43 | |
Change | +2.38% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +89.13% |
Year to date (YTD) | +138.89% |
1 month | -12.24% |
3 months | +115.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 65.69 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 3.08 |
Implied volatility | 0.34 |
ISIN | CH1281051107 |
Symbol | BOS6GZ |
Security | 128105110 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.12.2023 |
Premium | 2.03% |
Premium p.a. | 3.23% |
Leverage | 4.55 |
Implied volatility | 33.54% |
Moneyness | in-the-money |
Leverage | 3.0795 |
Delta | -0.6771 |
Gamma | 0.0011 |
Theta | -0.0002 |
Rho | -0.0112 |
Vega | 0.0056 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 49.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |