Certificate ZKB/CALL/US DOLLAR / SWISS FRANC (USD/CHF)/0.92/1/31.12.24
Change-0.01 (-15.38%) Bid0.055 CHF Ask0.065 CHF Underlying price0.91 CHF Last updateJun 18, 2024
15:20:00.033
UTC
Product classification
Warrants
ISIN
CH1305152501
WKN
130515250
Underlying price
CHF 0.91
Underlying date/time
Jun 26, 2024
14:11:55.514
Strike
CHF 0.92
Cap
-
Country underlying
-
Issue date
Apr 24, 2024
Maturity date
Dec 31, 2024
Denomination / nominal
-
Multiplier
1:1
Currency
CHF
Implied volatility
31.41%
Quanto
no
Listing
SIX Structured Products Exchange
Spread
0.01
Spread homogenised
0.01
Spread in %
18.18%
Issue price
CHF 0.12
Initial valuation date
Apr 25, 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 %
10.36%
Agio p.a. in %
19.04%
Leverage
12.81
Intrinsic Value
CHF 0.00
Time value
CHF 0.06
Break even
CHF 0.98
Moneyness
0.98
Implied volatility
31.41%
Historic volatility 30 days
6.18%
Historic volatility 250 days
5.99%
Omega
5.8718
Delta
0.4743
Gamma
1.7360
Vega
0.0025
Theta
-0.0002
Rho
0.0019