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Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 09:12 26.06.24 09:12

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Key figures on issue

Issue price0.21
Underlying price on issue0.88
Premium0.09%
Premium p.a.0.35%
Leverage8.32
Implied volatility0.35

Reference data

ISIN CH1305138294
Symbol USDDNZ
Security 130513829
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.86
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 21.02.2024

Key figures

Premium 9.05%
Premium p.a. 35.50%
Leverage 19.91
Implied volatility 34.84%
Moneyness out-of-the-money
Leverage 8.3147
Delta -0.4660
Gamma 2.8723
Theta -0.0003
Rho -0.0010
Vega 0.0017
Fair value 0.05
Intrinsic value n.a.
Break-even 0.82
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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