Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | -72.22% |
1 month | -68.75% |
3 months | -77.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 50.60 |
Premium | 0.18% |
Premium p.a. | 0.49% |
Leverage | 11.81 |
Implied volatility | 0.27 |
ISIN | CH1281049291 |
Symbol | VONMQZ |
Security | 128104929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 46.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 17.87% |
Premium p.a. | 48.68% |
Leverage | 110.80 |
Implied volatility | 27.18% |
Moneyness | out-of-the-money |
Leverage | 11.8106 |
Delta | -0.1066 |
Gamma | 0.0020 |
Theta | -0.0006 |
Rho | -0.0023 |
Vega | 0.0062 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 45.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 235.50 |
Swiss Re | 107.20 |
ZURICH INSURANCE | 462.10 |
Swiss Life Hldg | 659.40 |
Alcon AG | 81.26 |
Name | Price |
---|---|
UBS | 27.39 |
ABB Ltd | 47.78 |
Compagnie Financi... | 135.40 |
Lonza Group | 529.40 |
NOVARTIS N | 92.91 |