Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.04.2024 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 | -89.58% |
Year to date (YTD) | -28.57% |
1 month | -58.33% |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 136.00 |
Premium | 0.27% |
Premium p.a. | 0.95% |
Leverage | 16.40 |
Implied volatility | 0.28 |
ISIN | CH1268390411 |
Symbol | HEL7RZ |
Security | 126839041 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 150.00 |
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 | 26.58% |
Premium p.a. | 95.10% |
Leverage | 237.80 |
Implied volatility | 27.72% |
Moneyness | out-of-the-money |
Leverage | 16.4004 |
Delta | 0.0690 |
Gamma | 0.0004 |
Theta | -0.0006 |
Rho | 0.0011 |
Vega | 0.0042 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 150.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.34 |
ABB Ltd | 50.30 |
Swiss Life Hldg | 636.20 |
Givaudan | 4'323.00 |
Holcim | 80.42 |
Name | Price |
---|---|
Compagnie Financi... | 141.75 |
NOVARTIS N | 93.75 |
ROCHE GS | 245.10 |
Lonza Group | 476.90 |
Sika AG | 254.60 |