Last price paid | 0.33 | |
Change | -2.94% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 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 | +62.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 0.99 |
Premium | 0.37% |
Premium p.a. | 0.23% |
Leverage | 1.85 |
Implied volatility | 0.77 |
ISIN | CH1338506178 |
Symbol | EURYYZ |
Security | 133850617 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.93 |
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 | 37.07% |
Premium p.a. | 23.23% |
Leverage | 2.96 |
Implied volatility | 77.19% |
Moneyness | out-of-the-money |
Leverage | 1.8527 |
Delta | -0.6514 |
Gamma | 0.0928 |
Theta | -0.0003 |
Rho | -0.0096 |
Vega | 0.0041 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 0.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |