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 | -97.38% |
Year to date (YTD) | -96.43% |
1 month | -92.31% |
3 months | -94.74% |
1 year | -95.45% |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 0.99 |
Premium | 0.02% |
Premium p.a. | 0.81% |
Leverage | 57.29 |
Implied volatility | 0.18 |
ISIN | CH1237243923 |
Symbol | EURRCZ |
Security | 123724392 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | EUR/CHF, EU0009654078 |
Underlying ISIN | EU0009654078 |
Strike | 0.95 |
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 | 1.77% |
Premium p.a. | 80.62% |
Leverage | 174.82 |
Implied volatility | 18.14% |
Moneyness | out-of-the-money |
Leverage | 57.2915 |
Delta | -0.3409 |
Gamma | 24.9176 |
Theta | -0.0005 |
Rho | -0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |