Last price paid | 0.32 | |
Change | +18.52% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +71.05% |
Year to date (YTD) | +540.00% |
1 month | +10.34% |
3 months | +166.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 0.89 |
Premium | 0.32% |
Premium p.a. | 3.32% |
Leverage | 1.02 |
Implied volatility | 2.87 |
ISIN | CH1268387789 |
Symbol | USDFEZ |
Security | 126838778 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.88 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 11.09.2023 |
Premium | 31.80% |
Premium p.a. | 331.68% |
Leverage | 2.81 |
Implied volatility | 287.16% |
Moneyness | in-the-money |
Leverage | 1.0158 |
Delta | 0.3950 |
Gamma | 0.1218 |
Theta | -0.0041 |
Rho | 0.0003 |
Vega | 0.0010 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 1.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |