Last price paid | 0.31 | |
Change | -8.82% [ -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 | 29.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -33.58% |
Year to date (YTD) | n.a. |
1 month | -43.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 170.96 |
Premium | 0.09% |
Premium p.a. | 0.13% |
Leverage | 6.69 |
Implied volatility | 0.25 |
ISIN | CH1305139714 |
Symbol | SIEIGZ |
Security | 130513971 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 170.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.02.2024 |
Premium | 8.64% |
Premium p.a. | 13.41% |
Leverage | 19.46 |
Implied volatility | 24.87% |
Moneyness | out-of-the-money |
Leverage | 6.6935 |
Delta | -0.3440 |
Gamma | 0.0005 |
Theta | -0.0010 |
Rho | -0.0220 |
Vega | 0.0256 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 160.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.30 |
Swiss Re | 107.60 |
ZURICH INSURANCE | 465.60 |
Swiss Life Hldg | 662.40 |
LOGITECH INT. | 81.32 |
Name | Price |
---|---|
Lonza Group | 526.60 |
ABB Ltd | 47.71 |
Sika AG | 280.80 |
Holcim | 78.70 |
NOVARTIS N | 92.61 |