Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 28.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -98.10% |
Year to date (YTD) | -94.44% |
1 month | -60.00% |
3 months | -88.24% |
1 year | -96.67% |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 1.06 |
Premium | 0.02% |
Premium p.a. | 0.72% |
Leverage | 62.19 |
Implied volatility | 0.16 |
ISIN | CH1237244277 |
Symbol | EURCTZ |
Security | 123724427 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | EUR/USD, EU0009652759 |
Underlying ISIN | EU0009652759 |
Strike | 1.10 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 21.02.2023 |
Premium | 1.58% |
Premium p.a. | 72.05% |
Leverage | 174.87 |
Implied volatility | 16.24% |
Moneyness | out-of-the-money |
Leverage | 62.1950 |
Delta | 0.3557 |
Gamma | 11.9933 |
Theta | -0.0006 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |