Last price paid | 0.02 | |
Change | -73.33% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | n.a. |
1 month | -81.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 69.28 |
Premium | 0.16% |
Premium p.a. | 1.32% |
Leverage | 22.95 |
Implied volatility | 0.30 |
ISIN | CH1305138955 |
Symbol | ALCWSZ |
Security | 130513895 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.02.2024 |
Premium | 15.94% |
Premium p.a. | 132.26% |
Leverage | 538.13 |
Implied volatility | 29.84% |
Moneyness | out-of-the-money |
Leverage | 22.9457 |
Delta | -0.0426 |
Gamma | 0.0011 |
Theta | -0.0008 |
Rho | -0.0004 |
Vega | 0.0025 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 67.85 |
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 |