Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
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 | -98.66% |
Year to date (YTD) | -76.92% |
1 month | n.a. |
3 months | -72.73% |
1 year | -95.71% |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 55.68 |
Premium | 0.37% |
Premium p.a. | 4.51% |
Leverage | 13.55 |
Implied volatility | 0.72 |
ISIN | CH1250714578 |
Symbol | HOLGRZ |
Security | 125071457 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 50.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 16.03.2023 |
Premium | 37.03% |
Premium p.a. | 450.57% |
Leverage | 1'442.18 |
Implied volatility | 71.80% |
Moneyness | out-of-the-money |
Leverage | 13.5539 |
Delta | -0.0094 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 49.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
Givaudan | 4'233.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.65 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 485.40 |
UBS | 27.96 |
Partners Group Ho... | 1'194.00 |
Compagnie Financi... | 142.45 |
GEBERIT N | 555.60 |