Last price paid | 0.045 | |
Change | -40.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | -63.64% |
Year to date (YTD) | n.a. |
1 month | -59.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 0.91 |
Premium | 0.05% |
Premium p.a. | 0.67% |
Leverage | 10.38 |
Implied volatility | 0.43 |
ISIN | CH1305151776 |
Symbol | USDKTZ |
Security | 130515177 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.91 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 15.04.2024 |
Premium | 5.14% |
Premium p.a. | 67.06% |
Leverage | 22.59 |
Implied volatility | 43.15% |
Moneyness | out-of-the-money |
Leverage | 10.3776 |
Delta | 0.5085 |
Gamma | 3.7063 |
Theta | -0.0008 |
Rho | 0.0003 |
Vega | 0.0010 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 0.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |