Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | n.a. |
1 month | -61.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 4'032.00 |
Premium | 0.03% |
Premium p.a. | 0.27% |
Leverage | 21.71 |
Implied volatility | 0.18 |
ISIN | CH1305148459 |
Symbol | GIVSCZ |
Security | 130514845 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 25.03.2024 |
Premium | 3.22% |
Premium p.a. | 26.68% |
Leverage | 55.97 |
Implied volatility | 18.24% |
Moneyness | out-of-the-money |
Leverage | 21.7098 |
Delta | -0.3879 |
Gamma | 0.0000 |
Theta | -0.0021 |
Rho | -0.0040 |
Vega | 0.0108 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 3'927.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 521.20 |
SONOVA HLDG N | 292.00 |
ROCHE GS | 226.10 |
Partners Group Ho... | 1'259.00 |
UBS | 27.46 |
Name | Price |
---|---|
Givaudan | 4'047.00 |
Compagnie Financi... | 135.90 |
Nestlé SA | 94.30 |
Holcim | 78.32 |
LOGITECH INT. | 80.48 |