Last price paid | 0.095 | |
Change | -20.83% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -75.68% |
Year to date (YTD) | n.a. |
1 month | -52.50% |
3 months | -73.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 11.51 |
Premium | 0.29% |
Premium p.a. | 0.45% |
Leverage | 5.05 |
Implied volatility | 0.43 |
ISIN | CH1305129210 |
Symbol | CBKDYZ |
Security | 130512921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 11.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 05.01.2024 |
Premium | 29.39% |
Premium p.a. | 45.46% |
Leverage | 41.08 |
Implied volatility | 42.59% |
Moneyness | out-of-the-money |
Leverage | 5.0488 |
Delta | -0.1229 |
Gamma | 0.0100 |
Theta | -0.0005 |
Rho | -0.0035 |
Vega | 0.0060 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 10.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |