Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.03.2024 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 | -80.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 94.71 |
Premium | 0.18% |
Premium p.a. | 3.65% |
Leverage | 15.57 |
Implied volatility | 0.60 |
ISIN | CH1268377525 |
Symbol | HEIIBZ |
Security | 126837752 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 110.00 |
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 | 17.98% |
Premium p.a. | 364.54% |
Leverage | 113.44 |
Implied volatility | 60.50% |
Moneyness | out-of-the-money |
Leverage | 15.5743 |
Delta | 0.1373 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 110.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'365.00 |
Holcim | 80.48 |
Sika AG | 270.70 |
KUEHNE & NAGEL | 268.30 |
GEBERIT N | 550.00 |
Name | Price |
---|---|
Nestlé SA | 96.30 |
SONOVA HLDG N | 285.40 |
Swiss Re | 112.50 |
UBS | 28.15 |
ROCHE GS | 240.60 |