Last price paid | 0.24 | |
Change | -11.11% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -50.00% |
Year to date (YTD) | -66.20% |
1 month | -51.02% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 130.90 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 19.96 |
Implied volatility | 0.18 |
ISIN | CH1268381899 |
Symbol | HELM6Z |
Security | 126838189 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 125.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 09.08.2023 |
Premium | 0.74% |
Premium p.a. | 10.81% |
Leverage | 28.28 |
Implied volatility | 17.88% |
Moneyness | in-the-money |
Leverage | 19.9595 |
Delta | -0.7058 |
Gamma | 0.0030 |
Theta | -0.0018 |
Rho | -0.0031 |
Vega | 0.0055 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 120.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.70 |
ABB Ltd | 49.87 |
SWISSCOM N | 502.50 |
GEBERIT N | 554.60 |
Nestlé SA | 96.28 |
Name | Price |
---|---|
Givaudan | 4'190.00 |
Swiss Re | 113.90 |
Lonza Group | 483.80 |
SONOVA HLDG N | 283.30 |
Alcon AG | 79.96 |