Last price paid | 0.095 | |
Change | -13.64% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -34.62% |
Year to date (YTD) | n.a. |
1 month | -47.22% |
3 months | -32.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 34.15 |
Premium | 0.13% |
Premium p.a. | 0.20% |
Leverage | 5.76 |
Implied volatility | 0.30 |
ISIN | CH1305134574 |
Symbol | RWEMHZ |
Security | 130513457 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 12.81% |
Premium p.a. | 19.73% |
Leverage | 20.00 |
Implied volatility | 30.14% |
Moneyness | out-of-the-money |
Leverage | 5.7650 |
Delta | -0.2883 |
Gamma | 0.0021 |
Theta | -0.0002 |
Rho | -0.0037 |
Vega | 0.0047 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 30.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.90 |
SONOVA HLDG N | 281.60 |
Compagnie Financi... | 135.10 |
LOGITECH INT. | 78.34 |
UBS | 27.14 |
Name | Price |
---|---|
Lonza Group | 503.40 |
ROCHE GS | 223.00 |
Holcim | 77.44 |
Swiss Life Hldg | 643.00 |
Givaudan | 4'063.00 |