Last price paid | n.a. | |
Change | -25.00% [ -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 | -80.00% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 1.00 |
Premium | 0.17% |
Premium p.a. | 7.87% |
Leverage | 13.40 |
Implied volatility | 0.95 |
ISIN | CH1237243592 |
Symbol | USDQOZ |
Security | 123724359 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 1.03 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 20.02.2023 |
Premium | 17.24% |
Premium p.a. | 786.60% |
Leverage | 88.28 |
Implied volatility | 95.39% |
Moneyness | out-of-the-money |
Leverage | 13.3998 |
Delta | 0.1719 |
Gamma | 0.9941 |
Theta | -0.0019 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.04 |
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 |