Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.07.2024 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 | +11.54% |
Year to date (YTD) | n.a. |
1 month | -21.05% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 0.99 |
Premium | 0.23% |
Premium p.a. | 0.15% |
Leverage | 3.24 |
Implied volatility | 0.41 |
ISIN | CH1338506186 |
Symbol | EURHAZ |
Security | 133850618 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
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 | 24.05.2024 |
Premium | 22.68% |
Premium p.a. | 15.03% |
Leverage | 6.73 |
Implied volatility | 40.78% |
Moneyness | out-of-the-money |
Leverage | 3.2394 |
Delta | -0.4926 |
Gamma | 0.4920 |
Theta | -0.0001 |
Rho | -0.0075 |
Vega | 0.0043 |
Fair value | 0.15 |
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 |
---|---|
ROCHE GS | 258.70 |
Holcim | 83.82 |
SWISSCOM N | 526.00 |
Swiss Re | 110.90 |
Swiss Life Hldg | 676.80 |
Name | Price |
---|---|
Compagnie Financi... | 137.05 |
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Sika AG | 261.10 |
Nestlé SA | 93.14 |
Alcon AG | 80.70 |