Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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) | -84.62% |
1 month | -50.00% |
3 months | -71.43% |
1 year | -97.37% |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 55.68 |
Premium | 0.37% |
Premium p.a. | 5.46% |
Leverage | 13.44 |
Implied volatility | 0.79 |
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 | 36.47% |
Premium p.a. | 532.50% |
Leverage | 1'429.45 |
Implied volatility | 77.36% |
Moneyness | out-of-the-money |
Leverage | 13.7597 |
Delta | -0.0096 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | -0.0001 |
Vega | 0.0005 |
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 |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |