Last price paid | 0.06 | |
Change | -29.41% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -71.05% |
Year to date (YTD) | n.a. |
1 month | -76.00% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 186.33 |
Premium | 0.04% |
Premium p.a. | 0.36% |
Leverage | 20.05 |
Implied volatility | 0.22 |
ISIN | CH1305135480 |
Symbol | AAPS7Z |
Security | 130513548 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 185.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 4.16% |
Premium p.a. | 36.13% |
Leverage | 62.71 |
Implied volatility | 21.80% |
Moneyness | out-of-the-money |
Leverage | 20.0455 |
Delta | -0.3197 |
Gamma | 0.0006 |
Theta | -0.0009 |
Rho | -0.0013 |
Vega | 0.0042 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 181.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.55 |
Swiss Re | 109.50 |
LOGITECH INT. | 82.84 |
Givaudan | 4'151.00 |
NOVARTIS N | 93.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'257.00 |
Alcon AG | 79.70 |
ABB Ltd | 47.06 |
GEBERIT N | 559.40 |
Holcim | 77.98 |