Last price paid | 0.81 | |
Change | -4.71% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -30.34% |
Year to date (YTD) | n.a. |
1 month | -37.21% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.17 |
Underlying price on issue | 5'055.46 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 11.89 |
Implied volatility | 0.14 |
ISIN | CH1305149309 |
Symbol | SX52BZ |
Security | 130514930 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'000.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 26.03.2024 |
Premium | 4.93% |
Premium p.a. | 7.66% |
Leverage | 30.59 |
Implied volatility | 13.85% |
Moneyness | out-of-the-money |
Leverage | 11.8912 |
Delta | -0.3888 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0688 |
Vega | 0.0757 |
Fair value | 0.82 |
Intrinsic value | n.a. |
Break-even | 4'833.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 235.60 |
Swiss Re | 107.35 |
ZURICH INSURANCE | 461.90 |
Swiss Life Hldg | 659.20 |
Partners Group Ho... | 1'287.50 |
Name | Price |
---|---|
ABB Ltd | 47.62 |
UBS | 27.37 |
NOVARTIS N | 92.63 |
Compagnie Financi... | 135.65 |
Lonza Group | 529.60 |