Last price paid | 0.035 | |
Change | -30.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | -53.33% |
1 month | -22.22% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 86.91 |
Premium | 0.03% |
Premium p.a. | 0.36% |
Leverage | 19.61 |
Implied volatility | 0.23 |
ISIN | CH1268387623 |
Symbol | HEIFVZ |
Security | 126838762 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 11.09.2023 |
Premium | 2.80% |
Premium p.a. | 36.45% |
Leverage | 37.52 |
Implied volatility | 23.40% |
Moneyness | out-of-the-money |
Leverage | 19.6149 |
Delta | 0.5228 |
Gamma | 0.0009 |
Theta | -0.0006 |
Rho | 0.0004 |
Vega | 0.0012 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 94.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |