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 | -96.07% |
Year to date (YTD) | n.a. |
1 month | -83.33% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 1.06 |
Premium | 0.09% |
Premium p.a. | 3.99% |
Leverage | 23.57 |
Implied volatility | 0.55 |
ISIN | CH1237244319 |
Symbol | EURTXZ |
Security | 123724431 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | EUR/USD, EU0009652759 |
Underlying ISIN | EU0009652759 |
Strike | 1.00 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 21.02.2023 |
Premium | 8.75% |
Premium p.a. | 399.08% |
Leverage | 174.87 |
Implied volatility | 54.72% |
Moneyness | out-of-the-money |
Leverage | 23.5744 |
Delta | -0.1348 |
Gamma | 8.6570 |
Theta | -0.0010 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.62 |
ABB Ltd | 47.95 |
Partners Group Ho... | 1'270.50 |
Sika AG | 284.00 |
Alcon AG | 80.70 |
Name | Price |
---|---|
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.88 |
UBS | 27.37 |
SWISSCOM N | 501.00 |
Swiss Re | 109.80 |