Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.08.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -88.33% |
Year to date (YTD) | -91.67% |
1 month | -14.29% |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 0.88 |
Premium | 0.10% |
Premium p.a. | 0.33% |
Leverage | 9.28 |
Implied volatility | 0.31 |
ISIN | CH1268383242 |
Symbol | USDGPZ |
Security | 126838324 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.84 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 14.08.2023 |
Premium | 9.61% |
Premium p.a. | 33.41% |
Leverage | 25.45 |
Implied volatility | 30.78% |
Moneyness | out-of-the-money |
Leverage | 9.2798 |
Delta | -0.4095 |
Gamma | 3.3690 |
Theta | -0.0002 |
Rho | -0.0010 |
Vega | 0.0017 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 0.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |