Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 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 | -77.78% |
Year to date (YTD) | -82.14% |
1 month | n.a. |
3 months | -70.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 0.87 |
Premium | 0.19% |
Premium p.a. | 0.23% |
Leverage | 8.60 |
Implied volatility | 0.24 |
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 | 19.06% |
Premium p.a. | 22.58% |
Leverage | 45.71 |
Implied volatility | 23.86% |
Moneyness | out-of-the-money |
Leverage | 8.5988 |
Delta | -0.2058 |
Gamma | 2.7919 |
Theta | -0.0001 |
Rho | -0.0018 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 0.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |