Last price paid | 0.67 | |
Change | -9.46% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 09.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +166.00% |
Year to date (YTD) | n.a. |
1 month | -10.67% |
3 months | +48.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 0.84 |
Premium | 0.64% |
Premium p.a. | 1.10% |
Leverage | 0.27 |
Implied volatility | 2.88 |
ISIN | CH1305128766 |
Symbol | USDYZZ |
Security | 130512876 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.82 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 29.12.2023 |
Premium | 64.46% |
Premium p.a. | 109.94% |
Leverage | 1.36 |
Implied volatility | 288.47% |
Moneyness | in-the-money |
Leverage | 0.2734 |
Delta | 0.2230 |
Gamma | 0.0316 |
Theta | -0.0010 |
Rho | 0.0008 |
Vega | 0.0014 |
Fair value | 0.58 |
Intrinsic value | n.a. |
Break-even | 1.49 |
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 |