Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -35.71% |
Year to date (YTD) | n.a. |
1 month | +40.00% |
3 months | +86.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 0.88 |
Premium | 0.14% |
Premium p.a. | 6.61% |
Leverage | 3.61 |
Implied volatility | 2.57 |
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 | 14.49% |
Premium p.a. | 661.13% |
Leverage | 6.28 |
Implied volatility | 257.07% |
Moneyness | in-the-money |
Leverage | 3.6056 |
Delta | -0.6771 |
Gamma | 0.8618 |
Theta | -0.0079 |
Rho | -0.0001 |
Vega | 0.0005 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 0.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |