Last price paid | 0.45 | |
Change | +2.27% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 31.05.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | n.a. |
1 month | -8.16% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 0.92 |
Premium | 0.54% |
Premium p.a. | 0.34% |
Leverage | 1.34 |
Implied volatility | 1.20 |
ISIN | CH1338506244 |
Symbol | USDR6Z |
Security | 133850624 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.87 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 24.05.2024 |
Premium | 53.76% |
Premium p.a. | 33.53% |
Leverage | 1.97 |
Implied volatility | 120.43% |
Moneyness | out-of-the-money |
Leverage | 1.3351 |
Delta | -0.7543 |
Gamma | 0.0149 |
Theta | -0.0003 |
Rho | -0.0100 |
Vega | 0.0032 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 0.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |