Last price paid | 0.085 | |
Change | -5.56% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -91.01% |
Year to date (YTD) | -86.29% |
1 month | -61.36% |
3 months | -72.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.89 |
Underlying price on issue | 200.50 |
Premium | 0.18% |
Premium p.a. | 0.49% |
Leverage | 13.38 |
Implied volatility | 0.25 |
ISIN | CH1281049507 |
Symbol | SCH41Z |
Security | 128104950 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 199.14 |
C/P type | put |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 08.12.2023 |
Premium | 17.81% |
Premium p.a. | 48.52% |
Leverage | 150.88 |
Implied volatility | 25.10% |
Moneyness | out-of-the-money |
Leverage | 13.3783 |
Delta | -0.0887 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | -0.0042 |
Vega | 0.0117 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 198.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |