Last price paid | 0.44 | |
Change | -8.33% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 26.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +245.83% |
Year to date (YTD) | +266.67% |
1 month | +22.22% |
3 months | +340.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 59.49 |
Premium | 0.08% |
Premium p.a. | 0.12% |
Leverage | 9.37 |
Implied volatility | 0.18 |
ISIN | CH1250735912 |
Symbol | HOLVWZ |
Security | 125073591 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 80.00 |
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 | 7.55% |
Premium p.a. | 11.78% |
Leverage | 18.85 |
Implied volatility | 18.32% |
Moneyness | out-of-the-money |
Leverage | 9.3679 |
Delta | 0.4969 |
Gamma | 0.0035 |
Theta | -0.0011 |
Rho | 0.0223 |
Vega | 0.0250 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 84.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.85 |
Swiss Re | 109.80 |
LOGITECH INT. | 82.68 |
NOVARTIS N | 93.71 |
ROCHE GS | 236.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'258.00 |
Alcon AG | 79.90 |
ABB Ltd | 47.08 |
GEBERIT N | 561.00 |
KUEHNE & NAGEL | 249.50 |