Last price paid | 0.04 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -83.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 0.88 |
Premium | 0.10% |
Premium p.a. | 0.28% |
Leverage | 9.37 |
Implied volatility | 0.28 |
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 | 9.75% |
Premium p.a. | 28.24% |
Leverage | 26.12 |
Implied volatility | 28.08% |
Moneyness | out-of-the-money |
Leverage | 9.3699 |
Delta | -0.3925 |
Gamma | 3.2855 |
Theta | -0.0002 |
Rho | -0.0012 |
Vega | 0.0019 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 0.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |