Last price paid | 0.06 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.04% |
Year to date (YTD) | -29.41% |
1 month | +71.43% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 125.10 |
Premium | 0.03% |
Premium p.a. | 0.25% |
Leverage | 30.40 |
Implied volatility | 0.21 |
ISIN | CH1268375164 |
Symbol | HEL1RZ |
Security | 126837516 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 130.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.06.2023 |
Premium | 2.50% |
Premium p.a. | 24.68% |
Leverage | 116.27 |
Implied volatility | 21.35% |
Moneyness | out-of-the-money |
Leverage | 30.3990 |
Delta | 0.2614 |
Gamma | 0.0026 |
Theta | -0.0005 |
Rho | 0.0009 |
Vega | 0.0059 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 131.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |