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 | -95.45% |
Year to date (YTD) | -95.00% |
1 month | 0.00% |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 0.96 |
Premium | 0.03% |
Premium p.a. | 1.18% |
Leverage | 34.50 |
Implied volatility | 0.29 |
ISIN | CH1268379232 |
Symbol | EURRRZ |
Security | 126837923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.94 |
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 | 2.59% |
Premium p.a. | 118.09% |
Leverage | 95.47 |
Implied volatility | 29.16% |
Moneyness | out-of-the-money |
Leverage | 34.5020 |
Delta | -0.3785 |
Gamma | 14.4827 |
Theta | -0.0009 |
Rho | -0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.45 |
Givaudan | 4'624.00 |
Compagnie Financi... | 120.60 |
Sika AG | 275.10 |
GEBERIT N | 559.00 |
Name | Price |
---|---|
LOGITECH INT. | 72.06 |
Partners Group Ho... | 1'231.50 |
UBS | 25.82 |
Lonza Group | 534.80 |
Nestlé SA | 84.30 |