Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.28% |
Year to date (YTD) | -87.50% |
1 month | -68.18% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 120.50 |
Premium | 0.15% |
Premium p.a. | 1.44% |
Leverage | 20.85 |
Implied volatility | 0.29 |
ISIN | CH1268376592 |
Symbol | HELASZ |
Security | 126837659 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 110.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 30.06.2023 |
Premium | 14.94% |
Premium p.a. | 143.52% |
Leverage | 183.57 |
Implied volatility | 29.18% |
Moneyness | out-of-the-money |
Leverage | 20.8460 |
Delta | -0.1136 |
Gamma | 0.0008 |
Theta | -0.0024 |
Rho | -0.0008 |
Vega | 0.0039 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 109.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |