Last price paid | 1.19 | |
Change | -0.83% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +690.00% |
Year to date (YTD) | +260.61% |
1 month | +12.26% |
3 months | +260.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 58.48 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 5.64 |
Implied volatility | 0.25 |
ISIN | CH1268390452 |
Symbol | HOLC3Z |
Security | 126839045 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
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 | 19.09.2023 |
Premium | 1.75% |
Premium p.a. | 4.79% |
Leverage | 6.62 |
Implied volatility | 25.49% |
Moneyness | in-the-money |
Leverage | 5.6411 |
Delta | 0.8518 |
Gamma | 0.0019 |
Theta | -0.0013 |
Rho | 0.0200 |
Vega | 0.0109 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 79.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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