Certificate ZKB/PUT/US DOLLAR / SWISS FRANC (USD/CHF)/0.75/1/26.09.25
Change-0.00 (-11.11%) Bid0.030 CHF Ask0.040 CHF Underlying price0.85 CHF Last updateNov 12, 2024
16:20:00.337
UTC
Product classification
Warrants
ISIN
CH1338522159
WKN
133852215
Underlying price
CHF 0.85
Underlying date/time
Nov 13, 2024
02:25:09.752
Strike
CHF 0.75
Cap
-
Country underlying
-
Issue date
Aug 06, 2024
Maturity date
Sep 26, 2025
Denomination / nominal
-
Multiplier
1:1
Currency
CHF
Implied volatility
30.37%
Quanto
no
Listing
SIX Structured Products Exchange
Spread
0.01
Spread homogenised
0.01
Spread in %
33.33%
Issue price
CHF 0.10
Initial valuation date
Aug 07, 2024
Final valuation date
-
Starting value
0.85
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 %
19.52%
Agio p.a. in %
21.76%
Leverage
22.06
Intrinsic Value
CHF 0.00
Time value
CHF 0.04
Break even
CHF 0.72
Moneyness
0.85
Implied volatility
30.37%
Historic volatility 30 days
6.04%
Historic volatility 250 days
6.41%
Omega
6.5673
Delta
-0.2953
Gamma
2.0753
Vega
0.0025
Theta
-0.0001
Rho
-0.0024