Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.50% |
Year to date (YTD) | -66.67% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 94.71 |
Premium | 0.06% |
Premium p.a. | 1.39% |
Leverage | 35.66 |
Implied volatility | 0.26 |
ISIN | CH1268377517 |
Symbol | HEIMGZ |
Security | 126837751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 07.07.2023 |
Premium | 6.10% |
Premium p.a. | 139.18% |
Leverage | 207.37 |
Implied volatility | 25.86% |
Moneyness | out-of-the-money |
Leverage | 35.6564 |
Delta | 0.1719 |
Gamma | 0.0006 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 100.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.72 |
LOGITECH INT. | 90.36 |
Swiss Re | 112.40 |
ZURICH INSURANCE | 473.60 |
NOVARTIS N | 94.65 |
Name | Price |
---|---|
Lonza Group | 475.90 |
SONOVA HLDG N | 287.20 |
KUEHNE & NAGEL | 258.90 |
SWISSCOM N | 497.80 |
Compagnie Financi... | 146.90 |