Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -85.71% |
Year to date (YTD) | n.a. |
1 month | -78.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 0.97 |
Premium | 0.04% |
Premium p.a. | 1.69% |
Leverage | 29.37 |
Implied volatility | 0.35 |
ISIN | CH1305148244 |
Symbol | EURJRZ |
Security | 130514824 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.98 |
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 | 3.70% |
Premium p.a. | 168.80% |
Leverage | 95.47 |
Implied volatility | 35.34% |
Moneyness | out-of-the-money |
Leverage | 29.3654 |
Delta | 0.3222 |
Gamma | 5.7432 |
Theta | -0.0011 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'409.00 |
Lonza Group | 536.20 |
Swiss Life Hldg | 692.40 |
SWISSCOM N | 548.50 |
NOVARTIS N | 98.60 |
Name | Price |
---|---|
Compagnie Financi... | 119.70 |
ABB Ltd | 45.17 |
UBS | 24.28 |
Swiss Re | 114.45 |
LOGITECH INT. | 71.30 |