Last price paid | 0.46 | |
Change | +2.22% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +26.39% |
Year to date (YTD) | -30.30% |
1 month | -37.84% |
3 months | -47.13% |
1 year | +31.43% |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 81.43 |
Premium | 0.00% |
Premium p.a. | 0.12% |
Leverage | 9.55 |
Implied volatility | 0.42 |
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 | 0.38% |
Premium p.a. | 12.49% |
Leverage | 10.41 |
Implied volatility | 41.62% |
Moneyness | in-the-money |
Leverage | 9.5496 |
Delta | 0.9172 |
Gamma | 0.0011 |
Theta | -0.0027 |
Rho | 0.0012 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 99.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.32 |
Swiss Life Hldg | 637.00 |
ABB Ltd | 50.24 |
Givaudan | 4'320.00 |
Swiss Re | 109.40 |
Name | Price |
---|---|
NOVARTIS N | 93.77 |
Compagnie Financi... | 142.00 |
ROCHE GS | 244.50 |
Alcon AG | 79.52 |
Lonza Group | 476.20 |