Last price paid | 0.08 | |
Change | -33.33% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -58.33% |
Year to date (YTD) | +45.45% |
1 month | -60.00% |
3 months | +220.00% |
1 year | -46.67% |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 75.43 |
Premium | 0.00% |
Premium p.a. | 0.13% |
Leverage | 34.78 |
Implied volatility | 0.16 |
ISIN | CH1268369340 |
Symbol | HEN3SZ |
Security | 126836934 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Henkel Vz I, DE0006048432 |
Underlying ISIN | DE0006048432 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 12.06.2023 |
Premium | 0.25% |
Premium p.a. | 13.14% |
Leverage | 41.59 |
Implied volatility | 16.20% |
Moneyness | in-the-money |
Leverage | 34.7758 |
Delta | 0.8362 |
Gamma | 0.0055 |
Theta | -0.0014 |
Rho | 0.0005 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 81.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |