Last price paid | 0.035 | |
Change | -22.22% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.12.2023 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -61.11% |
Year to date (YTD) | -75.00% |
1 month | -12.50% |
3 months | +40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 0.87 |
Premium | 0.14% |
Premium p.a. | 0.28% |
Leverage | 7.51 |
Implied volatility | 0.31 |
ISIN | CH1281052485 |
Symbol | USDARZ |
Security | 128105248 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.76 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 18.12.2023 |
Premium | 13.95% |
Premium p.a. | 27.98% |
Leverage | 24.07 |
Implied volatility | 30.55% |
Moneyness | out-of-the-money |
Leverage | 7.5144 |
Delta | -0.3705 |
Gamma | 2.7420 |
Theta | -0.0001 |
Rho | -0.0015 |
Vega | 0.0020 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 0.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |