Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +45.00% |
Year to date (YTD) | n.a. |
1 month | +46.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 0.91 |
Premium | 0.15% |
Premium p.a. | 5.44% |
Leverage | 3.56 |
Implied volatility | 2.36 |
ISIN | CH1305151784 |
Symbol | USDFSZ |
Security | 130515178 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.90 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 15.04.2024 |
Premium | 14.91% |
Premium p.a. | 544.26% |
Leverage | 6.12 |
Implied volatility | 236.41% |
Moneyness | in-the-money |
Leverage | 3.5585 |
Delta | -0.6554 |
Gamma | 0.7602 |
Theta | -0.0068 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 0.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.40 |
ABB Ltd | 50.86 |
Swiss Re | 110.90 |
Givaudan | 4'337.00 |
Name | Price |
---|---|
Nestlé SA | 94.40 |
NOVARTIS N | 92.87 |
Compagnie Financi... | 141.15 |
Alcon AG | 78.36 |
SWISSCOM N | 495.20 |