Last price paid | 0.06 | |
Change | +20.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 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 | -18.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 82.94 |
Premium | 0.15% |
Premium p.a. | 0.22% |
Leverage | 4.25 |
Implied volatility | 0.36 |
ISIN | CH1281050554 |
Symbol | P91KJZ |
Security | 128105055 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 76.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 14.79% |
Premium p.a. | 22.40% |
Leverage | 12.22 |
Implied volatility | 35.95% |
Moneyness | out-of-the-money |
Leverage | 4.2534 |
Delta | -0.3480 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | -0.0020 |
Vega | 0.0024 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 69.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |