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 |
Perf. since issue | -78.57% |
Year to date (YTD) | n.a. |
1 month | +37.50% |
3 months | -45.00% |
1 year | n.a. |
3 years | n.a. |
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. | 35.52% |
Leverage | 19.91 |
Implied volatility | 34.85% |
Moneyness | out-of-the-money |
Leverage | 8.3131 |
Delta | -0.4659 |
Gamma | 2.8714 |
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. |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.90 |
Lonza Group | 491.00 |
Sika AG | 260.90 |
SONOVA HLDG N | 275.30 |
GEBERIT N | 545.60 |
Name | Price |
---|---|
Compagnie Financi... | 143.55 |
ZURICH INSURANCE | 483.60 |
SWISSCOM N | 505.00 |
ROCHE GS | 253.30 |
Swiss Re | 112.45 |