Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 27.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -96.94% |
Year to date (YTD) | -95.65% |
1 month | -80.00% |
3 months | -83.33% |
1 year | -94.12% |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 1.00 |
Premium | 0.04% |
Premium p.a. | 1.98% |
Leverage | 35.42 |
Implied volatility | 0.33 |
ISIN | CH1237243659 |
Symbol | USDFDZ |
Security | 123724365 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.85 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 20.02.2023 |
Premium | 4.34% |
Premium p.a. | 197.94% |
Leverage | 160.51 |
Implied volatility | 33.49% |
Moneyness | out-of-the-money |
Leverage | 35.4179 |
Delta | -0.2500 |
Gamma | 16.4286 |
Theta | -0.0008 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.20 |
GEBERIT N | 549.60 |
ABB Ltd | 46.57 |
Lonza Group | 526.40 |
KUEHNE & NAGEL | 250.50 |
Name | Price |
---|---|
UBS | 26.33 |
Alcon AG | 72.94 |
SONOVA HLDG N | 266.80 |
Partners Group Ho... | 1'237.50 |
Swiss Life Hldg | 639.60 |