Last price paid | 0.15 | |
Change | +7.14% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 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 | -38.00% |
Year to date (YTD) | n.a. |
1 month | -21.05% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 0.94 |
Premium | 0.22% |
Premium p.a. | 0.19% |
Leverage | 3.13 |
Implied volatility | 0.47 |
ISIN | CH1305136967 |
Symbol | EURDBZ |
Security | 130513696 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.09.2025 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.90 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 12.02.2024 |
Premium | 22.14% |
Premium p.a. | 18.84% |
Leverage | 6.17 |
Implied volatility | 46.51% |
Moneyness | out-of-the-money |
Leverage | 3.1260 |
Delta | -0.5292 |
Gamma | 0.4784 |
Theta | -0.0002 |
Rho | -0.0061 |
Vega | 0.0038 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 0.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |