Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -95.83% |
Year to date (YTD) | -92.86% |
1 month | -42.86% |
3 months | -69.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 120.50 |
Premium | 0.11% |
Premium p.a. | 4.83% |
Leverage | 28.97 |
Implied volatility | 0.52 |
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 | 10.59% |
Premium p.a. | 483.39% |
Leverage | 409.00 |
Implied volatility | 51.55% |
Moneyness | out-of-the-money |
Leverage | 28.9678 |
Delta | -0.0708 |
Gamma | 0.0007 |
Theta | -0.0038 |
Rho | -0.0001 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 109.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'177.50 |
Sika AG | 261.40 |
GEBERIT N | 544.00 |
Swiss Re | 112.85 |
Holcim | 82.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.75 |
NOVARTIS N | 93.59 |
Nestlé SA | 94.34 |
ROCHE GS | 249.70 |