Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | -96.94% |
1 month | n.a. |
3 months | -91.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 0.90 |
Premium | 0.06% |
Premium p.a. | 0.62% |
Leverage | 22.91 |
Implied volatility | 0.24 |
ISIN | CH1268391443 |
Symbol | USDLOZ |
Security | 126839144 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.87 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 20.09.2023 |
Premium | 5.92% |
Premium p.a. | 61.75% |
Leverage | 91.41 |
Implied volatility | 23.99% |
Moneyness | out-of-the-money |
Leverage | 22.9077 |
Delta | -0.2741 |
Gamma | 9.7567 |
Theta | -0.0003 |
Rho | -0.0002 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.86 |
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 |