Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -94.44% |
Year to date (YTD) | -91.07% |
1 month | -58.33% |
3 months | -72.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 120.50 |
Premium | 0.07% |
Premium p.a. | 1.84% |
Leverage | 33.99 |
Implied volatility | 0.30 |
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 | 7.04% |
Premium p.a. | 183.54% |
Leverage | 294.75 |
Implied volatility | 30.38% |
Moneyness | out-of-the-money |
Leverage | 33.9928 |
Delta | -0.1153 |
Gamma | 0.0014 |
Theta | -0.0024 |
Rho | -0.0003 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 109.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |