Last price paid | 0.42 | |
Change | -16.00% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +245.83% |
Year to date (YTD) | +425.00% |
1 month | +55.56% |
3 months | +223.08% |
1 year | +425.00% |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 59.49 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 16.22 |
Implied volatility | 0.17 |
ISIN | CH1250735706 |
Symbol | HOL1GZ |
Security | 125073570 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 75.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.05.2023 |
Premium | 0.47% |
Premium p.a. | 6.12% |
Leverage | 18.98 |
Implied volatility | 17.46% |
Moneyness | in-the-money |
Leverage | 16.2205 |
Delta | 0.8545 |
Gamma | 0.0060 |
Theta | -0.0018 |
Rho | 0.0049 |
Vega | 0.0049 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 79.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |