Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
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 | -75.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 75.43 |
Premium | 0.06% |
Premium p.a. | 0.74% |
Leverage | 32.08 |
Implied volatility | 0.20 |
ISIN | CH1268369357 |
Symbol | HENXUZ |
Security | 126836935 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Henkel Vz I, DE0006048432 |
Underlying ISIN | DE0006048432 |
Strike | 88.00 |
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 | 6.30% |
Premium p.a. | 74.17% |
Leverage | 165.02 |
Implied volatility | 19.98% |
Moneyness | out-of-the-money |
Leverage | 32.0847 |
Delta | 0.1944 |
Gamma | 0.0023 |
Theta | -0.0009 |
Rho | 0.0005 |
Vega | 0.0026 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 88.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.45 |
Givaudan | 4'265.00 |
ABB Ltd | 49.77 |
ROCHE GS | 229.60 |
SONOVA HLDG N | 290.70 |
Name | Price |
---|---|
Lonza Group | 504.80 |
Sika AG | 281.90 |
ZURICH INSURANCE | 468.00 |
NOVARTIS N | 91.26 |
Alcon AG | 81.74 |