Last price paid | n.a. | |
Change | -50.00% [ -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 | 28.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -96.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 0.99 |
Premium | 0.05% |
Premium p.a. | 2.09% |
Leverage | 36.43 |
Implied volatility | 0.32 |
ISIN | CH1237243899 |
Symbol | EURMXZ |
Security | 123724389 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 1.00 |
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 | 4.58% |
Premium p.a. | 208.84% |
Leverage | 174.82 |
Implied volatility | 32.48% |
Moneyness | out-of-the-money |
Leverage | 36.4338 |
Delta | 0.2168 |
Gamma | 4.2099 |
Theta | -0.0009 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.35 |
Swiss Re | 109.85 |
Givaudan | 4'165.00 |
LOGITECH INT. | 82.40 |
Nestlé SA | 96.30 |
Name | Price |
---|---|
SONOVA HLDG N | 292.10 |
Alcon AG | 79.92 |
Partners Group Ho... | 1'261.00 |
GEBERIT N | 560.40 |
KUEHNE & NAGEL | 248.30 |