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 | 28.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -72.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.02 |
Underlying price on issue | 0.99 |
Premium | 0.15% |
Premium p.a. | 6.83% |
Leverage | 19.07 |
Implied volatility | 0.72 |
ISIN | CH1237243915 |
Symbol | EURBHZ |
Security | 123724391 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 1.10 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 21.02.2023 |
Premium | 14.98% |
Premium p.a. | 683.36% |
Leverage | 174.82 |
Implied volatility | 72.39% |
Moneyness | out-of-the-money |
Leverage | 19.0705 |
Delta | 0.1135 |
Gamma | 0.8939 |
Theta | -0.0013 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |