Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.51% |
Year to date (YTD) | -63.64% |
1 month | n.a. |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 130.90 |
Premium | 0.11% |
Premium p.a. | 4.15% |
Leverage | 31.86 |
Implied volatility | 0.44 |
ISIN | CH1268381824 |
Symbol | HEL24Z |
Security | 126838182 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 135.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 09.08.2023 |
Premium | 11.36% |
Premium p.a. | 414.57% |
Leverage | 405.00 |
Implied volatility | 43.60% |
Moneyness | out-of-the-money |
Leverage | 31.8563 |
Delta | 0.0787 |
Gamma | 0.0008 |
Theta | -0.0031 |
Rho | 0.0001 |
Vega | 0.0015 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 135.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 647.60 |
Swiss Re | 111.50 |
Lonza Group | 478.50 |
ABB Ltd | 50.88 |
Partners Group Ho... | 1'157.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.35 |
SONOVA HLDG N | 270.50 |
NOVARTIS N | 93.22 |
Nestlé SA | 94.80 |
Alcon AG | 78.52 |