Last price paid | 0.05 | |
Change | +25.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
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 | -60.71% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 0.90 |
Premium | 0.06% |
Premium p.a. | 1.63% |
Leverage | 8.45 |
Implied volatility | 0.80 |
ISIN | CH1305148202 |
Symbol | USDHQZ |
Security | 130514820 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.89 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 22.03.2024 |
Premium | 6.25% |
Premium p.a. | 163.07% |
Leverage | 16.19 |
Implied volatility | 79.70% |
Moneyness | out-of-the-money |
Leverage | 8.4473 |
Delta | -0.5856 |
Gamma | 2.8784 |
Theta | -0.0019 |
Rho | -0.0002 |
Vega | 0.0007 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 0.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |