Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -91.86% |
Year to date (YTD) | -33.33% |
1 month | n.a. |
3 months | -46.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 136.00 |
Premium | 0.16% |
Premium p.a. | 0.50% |
Leverage | 19.69 |
Implied volatility | 0.19 |
ISIN | CH1268390403 |
Symbol | HELSEZ |
Security | 126839040 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 140.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 15.99% |
Premium p.a. | 50.32% |
Leverage | 173.29 |
Implied volatility | 19.46% |
Moneyness | out-of-the-money |
Leverage | 19.6897 |
Delta | 0.1136 |
Gamma | 0.0007 |
Theta | -0.0006 |
Rho | 0.0021 |
Vega | 0.0066 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 140.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.74 |
GEBERIT N | 554.60 |
SWISSCOM N | 501.50 |
ABB Ltd | 49.72 |
UBS | 28.65 |
Name | Price |
---|---|
Givaudan | 4'183.00 |
Partners Group Ho... | 1'194.00 |
Swiss Re | 113.90 |
NOVARTIS N | 92.62 |
Sika AG | 271.70 |