Last price paid | 0.095 | |
Change | -62.00% [ -0.16 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -84.21% |
Year to date (YTD) | -74.32% |
1 month | -78.89% |
3 months | -60.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 275.70 |
Premium | 0.09% |
Premium p.a. | 0.71% |
Leverage | 20.26 |
Implied volatility | 0.24 |
ISIN | CH1305127644 |
Symbol | SOO2AZ |
Security | 130512764 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 270.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.12.2023 |
Premium | 8.53% |
Premium p.a. | 70.76% |
Leverage | 97.30 |
Implied volatility | 24.16% |
Moneyness | out-of-the-money |
Leverage | 20.2554 |
Delta | -0.2082 |
Gamma | 0.0002 |
Theta | -0.0020 |
Rho | -0.0015 |
Vega | 0.0058 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 267.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 520.40 |
SONOVA HLDG N | 292.20 |
Partners Group Ho... | 1'262.50 |
Sika AG | 280.30 |
UBS | 27.53 |
Name | Price |
---|---|
Compagnie Financi... | 135.70 |
Givaudan | 4'047.00 |
Nestlé SA | 94.42 |
NOVARTIS N | 93.39 |
LOGITECH INT. | 80.48 |