Last price paid | n.a. | |
Change | -12.50% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | +125.00% |
Year to date (YTD) | +100.00% |
1 month | -26.32% |
3 months | -26.32% |
1 year | +115.38% |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 72.89 |
Premium | 0.01% |
Premium p.a. | 0.50% |
Leverage | 5.78 |
Implied volatility | 1.02 |
ISIN | CH1268369308 |
Symbol | HEI1UZ |
Security | 126836930 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 12.06.2023 |
Premium | 0.97% |
Premium p.a. | 50.33% |
Leverage | 6.59 |
Implied volatility | 101.76% |
Moneyness | in-the-money |
Leverage | 5.7792 |
Delta | 0.8775 |
Gamma | 0.0003 |
Theta | -0.0037 |
Rho | 0.0002 |
Vega | 0.0005 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 94.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |