Last price paid | 0.15 | |
Change | +7.14% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 01.07.2024 17:20 |
Fixing | 19.09.2025 |
Settlement date | 19.02.2024 |
Last trading | 19.09.2025 |
Final fixing | 19.09.2025 |
Currency redemption | CHF |
Perf. since issue | +11.54% |
Year to date (YTD) | n.a. |
1 month | -6.25% |
3 months | -11.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 0.88 |
Premium | 0.16% |
Premium p.a. | 0.13% |
Leverage | 2.65 |
Implied volatility | 0.38 |
ISIN | CH1305136611 |
Symbol | USD43Z |
Security | 130513661 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.09.2025 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.90 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 12.02.2024 |
Premium | 16.45% |
Premium p.a. | 13.21% |
Leverage | 6.19 |
Implied volatility | 37.51% |
Moneyness | out-of-the-money |
Leverage | 2.6497 |
Delta | 0.4771 |
Gamma | 0.6806 |
Theta | -0.0002 |
Rho | 0.0045 |
Vega | 0.0038 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 1.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |