Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 02.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.91% |
Year to date (YTD) | -85.00% |
1 month | -57.14% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 0.96 |
Premium | 0.07% |
Premium p.a. | 3.09% |
Leverage | 21.86 |
Implied volatility | 0.54 |
ISIN | CH1268379240 |
Symbol | EURKEZ |
Security | 126837924 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.90 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 25.07.2023 |
Premium | 6.78% |
Premium p.a. | 309.25% |
Leverage | 95.47 |
Implied volatility | 54.21% |
Moneyness | out-of-the-money |
Leverage | 21.8599 |
Delta | -0.2398 |
Gamma | 8.7574 |
Theta | -0.0014 |
Rho | -0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.62 |
Compagnie Financi... | 120.75 |
Givaudan | 4'629.00 |
Holcim | 84.38 |
Sika AG | 275.60 |
Name | Price |
---|---|
LOGITECH INT. | 72.36 |
UBS | 25.80 |
Lonza Group | 534.20 |
Partners Group Ho... | 1'234.00 |
Swiss Life Hldg | 713.20 |