Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
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 | +42.31% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 0.92 |
Premium | 0.31% |
Premium p.a. | 0.19% |
Leverage | 2.35 |
Implied volatility | 0.56 |
ISIN | CH1338506137 |
Symbol | USDENZ |
Security | 133850613 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.80 |
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 | 30.89% |
Premium p.a. | 19.25% |
Leverage | 4.81 |
Implied volatility | 56.35% |
Moneyness | out-of-the-money |
Leverage | 2.3498 |
Delta | -0.5490 |
Gamma | 0.2833 |
Theta | -0.0002 |
Rho | -0.0077 |
Vega | 0.0038 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 0.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.00 |
Sika AG | 261.20 |
Holcim | 82.60 |
GEBERIT N | 543.60 |
Givaudan | 4'320.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.45 |
KUEHNE & NAGEL | 258.80 |
NOVARTIS N | 93.60 |
Nestlé SA | 94.38 |
UBS | 27.60 |