Last price paid | n.a. | |
Change | -19.05% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 11.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +106.25% |
Year to date (YTD) | n.a. |
1 month | +325.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 0.98 |
Premium | 0.16% |
Premium p.a. | 7.15% |
Leverage | 3.46 |
Implied volatility | 2.79 |
ISIN | CH1305150448 |
Symbol | EUR8AZ |
Security | 130515044 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.97 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 04.04.2024 |
Premium | 15.68% |
Premium p.a. | 715.33% |
Leverage | 5.79 |
Implied volatility | 278.68% |
Moneyness | in-the-money |
Leverage | 3.4616 |
Delta | -0.6267 |
Gamma | 0.6046 |
Theta | -0.0096 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 0.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 558.80 |
KUEHNE & NAGEL | 259.70 |
Compagnie Financi... | 138.35 |
Sika AG | 262.80 |
Holcim | 84.04 |
Name | Price |
---|---|
Swiss Re | 109.40 |
Partners Group Ho... | 1'229.50 |
SONOVA HLDG N | 271.20 |
ZURICH INSURANCE | 476.00 |
LOGITECH INT. | 82.14 |