Last price paid | 0.02 | |
Change | -71.43% [ -0.05 ] | |
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 | -92.05% |
Year to date (YTD) | -94.74% |
1 month | -90.48% |
3 months | -95.83% |
1 year | -89.47% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 81.43 |
Premium | 0.02% |
Premium p.a. | 0.83% |
Leverage | 80.55 |
Implied volatility | 0.15 |
ISIN | CH1268369423 |
Symbol | HOTZEZ |
Security | 126836942 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hochtief I, DE0006070006 |
Underlying ISIN | DE0006070006 |
Strike | 100.00 |
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 | 1.59% |
Premium p.a. | 82.70% |
Leverage | 269.15 |
Implied volatility | 14.76% |
Moneyness | out-of-the-money |
Leverage | 80.5472 |
Delta | 0.2993 |
Gamma | 0.0088 |
Theta | -0.0025 |
Rho | 0.0003 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 100.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.70 |
KUEHNE & NAGEL | 261.80 |
Sika AG | 260.70 |
SONOVA HLDG N | 274.10 |
NOVARTIS N | 96.19 |
Name | Price |
---|---|
Compagnie Financi... | 142.50 |
ZURICH INSURANCE | 481.30 |
SWISSCOM N | 501.50 |
ROCHE GS | 251.40 |
Swiss Re | 111.60 |