Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -69.15% |
Year to date (YTD) | n.a. |
1 month | -70.21% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 45.21 |
Premium | 0.14% |
Premium p.a. | 0.24% |
Leverage | 11.04 |
Implied volatility | 0.21 |
ISIN | CH1305142882 |
Symbol | UNAOLZ |
Security | 130514288 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 44.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 05.03.2024 |
Premium | 14.28% |
Premium p.a. | 23.92% |
Leverage | 69.07 |
Implied volatility | 20.64% |
Moneyness | out-of-the-money |
Leverage | 11.0390 |
Delta | -0.1598 |
Gamma | 0.0061 |
Theta | -0.0008 |
Rho | -0.0089 |
Vega | 0.0187 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 43.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |