Last price paid | 0.21 | |
Change | -8.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | -43.06% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 0.99 |
Premium | 0.21% |
Premium p.a. | 0.13% |
Leverage | 1.86 |
Implied volatility | 0.44 |
ISIN | CH1338506053 |
Symbol | EURGWZ |
Security | 133850605 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.95 |
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 | 20.91% |
Premium p.a. | 13.25% |
Leverage | 4.66 |
Implied volatility | 44.25% |
Moneyness | in-the-money |
Leverage | 1.8558 |
Delta | 0.4169 |
Gamma | 0.3588 |
Theta | -0.0002 |
Rho | 0.0057 |
Vega | 0.0045 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 1.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |