Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.08.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 11.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -81.25% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 0.91 |
Premium | 0.13% |
Premium p.a. | 0.25% |
Leverage | 12.53 |
Implied volatility | 0.19 |
ISIN | CH1305150562 |
Symbol | USDL3Z |
Security | 130515056 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.94 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 04.04.2024 |
Premium | 12.90% |
Premium p.a. | 24.65% |
Leverage | 56.39 |
Implied volatility | 18.75% |
Moneyness | out-of-the-money |
Leverage | 12.5341 |
Delta | 0.2628 |
Gamma | 1.6230 |
Theta | -0.0001 |
Rho | 0.0009 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 0.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 268.40 |
Holcim | 82.82 |
NOVARTIS N | 98.04 |
SWISSCOM N | 549.50 |
UBS | 25.28 |
Name | Price |
---|---|
SONOVA HLDG N | 295.00 |
Givaudan | 4'456.00 |
Alcon AG | 81.58 |
Sika AG | 267.80 |
Compagnie Financi... | 118.00 |