Last price paid | 0.24 | |
Change | -22.58% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +23.68% |
Year to date (YTD) | +380.00% |
1 month | -29.41% |
3 months | +118.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 0.89 |
Premium | 0.23% |
Premium p.a. | 3.05% |
Leverage | 1.56 |
Implied volatility | 2.30 |
ISIN | CH1268387789 |
Symbol | USDFEZ |
Security | 126838778 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.88 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 11.09.2023 |
Premium | 23.40% |
Premium p.a. | 305.01% |
Leverage | 3.85 |
Implied volatility | 230.45% |
Moneyness | in-the-money |
Leverage | 1.5575 |
Delta | 0.4483 |
Gamma | 0.2997 |
Theta | -0.0039 |
Rho | 0.0003 |
Vega | 0.0009 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 1.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |