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 |
Fixing | 20.09.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Issue price | 0.21 |
Underlying price on issue | 0.88 |
Premium | 0.09% |
Premium p.a. | 0.35% |
Leverage | 8.32 |
Implied volatility | 0.35 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.00 |
SONOVA HLDG N | 276.40 |
LOGITECH INT. | 88.34 |
Sika AG | 261.20 |
Lonza Group | 490.60 |
Name | Price |
---|---|
Compagnie Financi... | 143.55 |
ZURICH INSURANCE | 482.70 |
Swiss Re | 112.60 |
ROCHE GS | 253.80 |
Holcim | 78.44 |