Last price paid | 0.44 | |
Change | -8.33% [ -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 | +19.44% |
Year to date (YTD) | -33.33% |
1 month | -22.81% |
3 months | -49.43% |
1 year | +37.50% |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 81.43 |
Premium | 0.00% |
Premium p.a. | 0.19% |
Leverage | 9.94 |
Implied volatility | 0.51 |
ISIN | CH1268369464 |
Symbol | HOTS2Z |
Security | 126836946 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hochtief I, DE0006070006 |
Underlying ISIN | DE0006070006 |
Strike | 90.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 0.37% |
Premium p.a. | 19.42% |
Leverage | 10.94 |
Implied volatility | 51.38% |
Moneyness | in-the-money |
Leverage | 9.9369 |
Delta | 0.9083 |
Gamma | 0.0012 |
Theta | -0.0042 |
Rho | 0.0007 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 99.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 494.20 |
KUEHNE & NAGEL | 263.10 |
Sika AG | 260.60 |
SONOVA HLDG N | 274.40 |
NOVARTIS N | 96.30 |
Name | Price |
---|---|
Compagnie Financi... | 142.65 |
ZURICH INSURANCE | 481.60 |
SWISSCOM N | 502.00 |
Swiss Re | 111.75 |
Partners Group Ho... | 1'145.00 |