Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 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 | -33.33% |
Year to date (YTD) | -7.14% |
1 month | -53.57% |
3 months | -7.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 82.94 |
Premium | 0.16% |
Premium p.a. | 0.24% |
Leverage | 5.68 |
Implied volatility | 0.34 |
ISIN | CH1281050547 |
Symbol | P91QDZ |
Security | 128105054 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 08.12.2023 |
Premium | 15.69% |
Premium p.a. | 23.76% |
Leverage | 13.24 |
Implied volatility | 34.03% |
Moneyness | out-of-the-money |
Leverage | 5.6809 |
Delta | 0.4290 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | 0.0017 |
Vega | 0.0025 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 94.15 |
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 |