Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -72.08% |
Year to date (YTD) | -63.49% |
1 month | -45.24% |
3 months | -58.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.77 |
Underlying price on issue | 162.45 |
Premium | 0.16% |
Premium p.a. | 0.25% |
Leverage | 7.64 |
Implied volatility | 0.27 |
ISIN | CH1281050893 |
Symbol | SIE6TZ |
Security | 128105089 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 160.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 16.35% |
Premium p.a. | 25.29% |
Leverage | 42.44 |
Implied volatility | 27.05% |
Moneyness | out-of-the-money |
Leverage | 7.6366 |
Delta | -0.1800 |
Gamma | 0.0003 |
Theta | -0.0009 |
Rho | -0.0120 |
Vega | 0.0192 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 155.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 531.40 |
SONOVA HLDG N | 297.30 |
GEBERIT N | 565.20 |
Sika AG | 283.30 |
Partners Group Ho... | 1'272.50 |
Name | Price |
---|---|
LOGITECH INT. | 80.56 |
NOVARTIS N | 93.62 |
Compagnie Financi... | 136.60 |
ZURICH INSURANCE | 454.10 |
Nestlé SA | 95.02 |