Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | -96.94% |
1 month | n.a. |
3 months | -91.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 0.90 |
Premium | 0.03% |
Premium p.a. | 1.58% |
Leverage | 29.18 |
Implied volatility | 0.36 |
ISIN | CH1268391443 |
Symbol | USDLOZ |
Security | 126839144 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.87 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 20.09.2023 |
Premium | 3.47% |
Premium p.a. | 158.30% |
Leverage | 89.09 |
Implied volatility | 35.81% |
Moneyness | out-of-the-money |
Leverage | 29.1760 |
Delta | -0.3676 |
Gamma | 13.1398 |
Theta | -0.0010 |
Rho | -0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
SONOVA HLDG N | 275.60 |
Lonza Group | 490.50 |
Sika AG | 260.70 |
GEBERIT N | 546.60 |
Name | Price |
---|---|
Compagnie Financi... | 143.20 |
ZURICH INSURANCE | 483.10 |
SWISSCOM N | 505.00 |
Swiss Re | 112.40 |
ROCHE GS | 253.60 |