Last price paid | 0.085 | |
Change | +41.67% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -22.73% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 0.91 |
Premium | 0.09% |
Premium p.a. | 0.92% |
Leverage | 5.03 |
Implied volatility | 0.74 |
ISIN | CH1305151776 |
Symbol | USDKTZ |
Security | 130515177 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.91 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 15.04.2024 |
Premium | 8.84% |
Premium p.a. | 92.20% |
Leverage | 10.76 |
Implied volatility | 73.83% |
Moneyness | in-the-money |
Leverage | 5.0299 |
Delta | 0.5116 |
Gamma | 1.7089 |
Theta | -0.0012 |
Rho | 0.0004 |
Vega | 0.0011 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 1.00 |
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 |