Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 14.06.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | -15.00% |
Year to date (YTD) | n.a. |
1 month | -5.26% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 0.89 |
Premium | 0.24% |
Premium p.a. | 0.17% |
Leverage | 3.81 |
Implied volatility | 0.37 |
ISIN | CH1338509099 |
Symbol | USDKHZ |
Security | 133850909 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.76 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 07.06.2024 |
Premium | 23.79% |
Premium p.a. | 16.61% |
Leverage | 10.42 |
Implied volatility | 36.52% |
Moneyness | out-of-the-money |
Leverage | 3.8123 |
Delta | -0.4131 |
Gamma | 0.8599 |
Theta | -0.0001 |
Rho | -0.0054 |
Vega | 0.0035 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 0.68 |
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 |