Last price paid | 0.21 | |
Change | -19.23% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -52.33% |
Year to date (YTD) | -70.42% |
1 month | -38.24% |
3 months | -32.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 130.90 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 23.94 |
Implied volatility | 0.14 |
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 | 0.25% |
Premium p.a. | 4.30% |
Leverage | 29.56 |
Implied volatility | 13.80% |
Moneyness | in-the-money |
Leverage | 23.9449 |
Delta | -0.8100 |
Gamma | 0.0033 |
Theta | -0.0011 |
Rho | -0.0030 |
Vega | 0.0039 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 120.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |