Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 01.07.2024 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 | -34.38% |
Year to date (YTD) | n.a. |
1 month | -23.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 0.99 |
Premium | 0.14% |
Premium p.a. | 0.09% |
Leverage | 3.81 |
Implied volatility | 0.25 |
ISIN | CH1338506103 |
Symbol | EUR1OZ |
Security | 133850610 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 1.00 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 24.05.2024 |
Premium | 13.71% |
Premium p.a. | 9.02% |
Leverage | 9.26 |
Implied volatility | 25.12% |
Moneyness | out-of-the-money |
Leverage | 3.8111 |
Delta | 0.4237 |
Gamma | 0.9124 |
Theta | -0.0001 |
Rho | 0.0057 |
Vega | 0.0047 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 1.11 |
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 |