Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -73.53% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -63.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 242.43 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 9.65 |
Implied volatility | 0.21 |
ISIN | CH1305129186 |
Symbol | ALV35Z |
Security | 130512918 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 05.01.2024 |
Premium | 12.16% |
Premium p.a. | 18.97% |
Leverage | 48.79 |
Implied volatility | 21.42% |
Moneyness | out-of-the-money |
Leverage | 9.6452 |
Delta | -0.1977 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | -0.0092 |
Vega | 0.0146 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 234.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |