Last price paid | 0.27 | |
Change | +3.85% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 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 | -31.25% |
Year to date (YTD) | n.a. |
1 month | -15.63% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 0.92 |
Premium | 0.27% |
Premium p.a. | 0.18% |
Leverage | 1.25 |
Implied volatility | 0.65 |
ISIN | CH1338506012 |
Symbol | USDI0Z |
Security | 133850601 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.85 |
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 | 27.03% |
Premium p.a. | 18.37% |
Leverage | 3.22 |
Implied volatility | 64.61% |
Moneyness | in-the-money |
Leverage | 1.2453 |
Delta | 0.4367 |
Gamma | 0.1973 |
Theta | -0.0003 |
Rho | 0.0046 |
Vega | 0.0038 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 1.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |