Last price paid | 0.87 | |
Change | -7.45% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +100.00% |
Year to date (YTD) | +135.14% |
1 month | -1.14% |
3 months | +27.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 65.95 |
Premium | 0.01% |
Premium p.a. | 0.27% |
Leverage | 7.92 |
Implied volatility | 0.69 |
ISIN | CH1268385064 |
Symbol | HUB4AZ |
Security | 126838506 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Huber + Suhner N, CH0030380734 |
Underlying ISIN | CH0030380734 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 23.08.2023 |
Premium | 0.52% |
Premium p.a. | 27.37% |
Leverage | 8.86 |
Implied volatility | 68.54% |
Moneyness | in-the-money |
Leverage | 7.9200 |
Delta | 0.8939 |
Gamma | 0.0025 |
Theta | -0.0095 |
Rho | 0.0011 |
Vega | 0.0019 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 76.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |