Last price paid | 0.095 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +50.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 14.24 |
Premium | 0.10% |
Premium p.a. | 0.16% |
Leverage | 1.30 |
Implied volatility | 0.71 |
ISIN | CH1305135506 |
Symbol | EVTECZ |
Security | 130513550 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Evotec I, DE0005664809 |
Underlying ISIN | DE0005664809 |
Strike | 14.00 |
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 | 10.15% |
Premium p.a. | 15.70% |
Leverage | 2.29 |
Implied volatility | 71.19% |
Moneyness | in-the-money |
Leverage | 1.3033 |
Delta | -0.5700 |
Gamma | 0.0013 |
Theta | -0.0001 |
Rho | -0.0013 |
Vega | 0.0006 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 9.42 |
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 |