Fixing | 21.06.2024 |
Settlement date | 02.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 0.90 |
Premium | 0.04% |
Premium p.a. | 2.00% |
Leverage | 26.27 |
Implied volatility | 0.40 |
ISIN | CH1305148178 |
Symbol | USDYVZ |
Security | 130514817 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.92 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 22.03.2024 |
Premium | 4.39% |
Premium p.a. | 200.19% |
Leverage | 89.09 |
Implied volatility | 40.19% |
Moneyness | out-of-the-money |
Leverage | 26.2680 |
Delta | 0.3309 |
Gamma | 5.1610 |
Theta | -0.0012 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.93 |
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 |
Lonza Group | 490.40 |
Sika AG | 260.60 |
LOGITECH INT. | 87.78 |
UBS | 26.74 |
Name | Price |
---|---|
ZURICH INSURANCE | 483.30 |
Compagnie Financi... | 144.05 |
Swiss Re | 112.50 |
Holcim | 78.38 |
SWISSCOM N | 506.50 |