Last price paid | 1.29 | |
Change | -17.83% [ -0.28 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +481.82% |
Year to date (YTD) | +268.57% |
1 month | +0.78% |
3 months | -11.64% |
1 year | +396.15% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 55.68 |
Premium | 0.01% |
Premium p.a. | 0.47% |
Leverage | 5.41 |
Implied volatility | 1.07 |
ISIN | CH1250714610 |
Symbol | HOLEDZ |
Security | 125071461 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 66.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 16.03.2023 |
Premium | 0.90% |
Premium p.a. | 46.73% |
Leverage | 6.10 |
Implied volatility | 107.29% |
Moneyness | in-the-money |
Leverage | 5.4090 |
Delta | 0.8865 |
Gamma | 0.0017 |
Theta | -0.0159 |
Rho | 0.0011 |
Vega | 0.0021 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 78.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |