Certificate ZKB/CALL/US DOLLAR / SWISS FRANC (USD/CHF)/0.91/1/28.06.24
Change-0.00 (-25.00%) Bid0.005 CHF Ask0.015 CHF Underlying price0.91 CHF Last updateJun 12, 2024
15:20:01.029
UTC
Product classification
Warrants
ISIN
CH1305151776
WKN
130515177
Underlying price
CHF 0.91
Underlying date/time
Jun 17, 2024
15:47:39.054
Strike
CHF 0.91
Cap
-
Country underlying
-
Issue date
Apr 15, 2024
Maturity date
Jun 28, 2024
Denomination / nominal
-
Multiplier
1:1
Currency
CHF
Implied volatility
36.89%
Quanto
no
Listing
SIX Structured Products Exchange
Spread
0.01
Spread homogenised
0.01
Spread in %
200.00%
Issue price
CHF 0.11
Initial valuation date
Apr 16, 2024
Final valuation date
-
Starting value
0.91
Settlement method
Cash settlement
Multiplier
1:1
Product currency
CHF
Underlying currency
CHF
Tax treatment
-
Security type (eusipa Nr.)
Warrants (1130)
Warrants - type
PLAIN VANILLA
Agio in %
3.73%
Agio p.a. in %
105.31%
Leverage
59.45
Intrinsic Value
CHF 0.00
Time value
CHF 0.01
Break even
CHF 0.92
Moneyness
0.98
Implied volatility
36.89%
Historic volatility 30 days
5.51%
Historic volatility 250 days
6.05%
Omega
30.1956
Delta
0.3798
Gamma
7.2749
Vega
0.0006
Theta
-0.0008
Rho
0.0001