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) | -66.67% |
1 month | -60.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 1.06 |
Premium | 0.06% |
Premium p.a. | 2.81% |
Leverage | 32.41 |
Implied volatility | 0.39 |
ISIN | CH1237244285 |
Symbol | EURTHZ |
Security | 123724428 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | EUR/USD, EU0009652759 |
Underlying ISIN | EU0009652759 |
Strike | 1.15 |
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 | 6.16% |
Premium p.a. | 281.17% |
Leverage | 174.86 |
Implied volatility | 39.16% |
Moneyness | out-of-the-money |
Leverage | 32.4096 |
Delta | 0.1853 |
Gamma | 2.5923 |
Theta | -0.0010 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.46 |
ABB Ltd | 47.89 |
Alcon AG | 80.54 |
Sika AG | 283.10 |
Partners Group Ho... | 1'260.50 |
Name | Price |
---|---|
SONOVA HLDG N | 280.00 |
Lonza Group | 517.20 |
Nestlé SA | 95.62 |
Swiss Re | 109.25 |
KUEHNE & NAGEL | 245.90 |