Certificate ZKB/PUT/US DOLLAR / SWISS FRANC (USD/CHF)/0.88/1/28.03.25
Change+0.02 (+6.25%) Bid0.330 CHF Ask0.340 CHF Underlying price0.91 CHF Last updateJun 14, 2024
15:20:00.192
UTC
Product classification
Warrants
ISIN
CH1305152535
WKN
130515253
Underlying price
CHF 0.91
Underlying date/time
Jun 17, 2024
15:57:20.264
Strike
CHF 0.88
Cap
-
Country underlying
-
Issue date
Apr 24, 2024
Maturity date
Mar 28, 2025
Denomination / nominal
-
Multiplier
1:1
Currency
CHF
Implied volatility
117.30%
Quanto
no
Listing
SIX Structured Products Exchange
Spread
0.01
Spread homogenised
0.01
Spread in %
3.03%
Issue price
CHF 0.27
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 %
39.44%
Agio p.a. in %
49.96%
Leverage
2.62
Intrinsic Value
CHF 0.00
Time value
CHF 0.34
Break even
CHF 0.54
Moneyness
0.99
Implied volatility
117.30%
Historic volatility 30 days
5.51%
Historic volatility 250 days
6.05%
Omega
1.6825
Delta
-0.7090
Gamma
0.0723
Vega
0.0027
Theta
-0.0005
Rho
-0.0047