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 | 0.17% |
Premium p.a. | 0.48% |
Leverage | 18.17 |
Implied volatility | 0.21 |
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 | 17.39% |
Premium p.a. | 47.74% |
Leverage | 256.40 |
Implied volatility | 21.28% |
Moneyness | out-of-the-money |
Leverage | 18.1728 |
Delta | 0.0709 |
Gamma | 0.0004 |
Theta | -0.0003 |
Rho | 0.0013 |
Vega | 0.0052 |
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 |
---|---|
Compagnie Financi... | 144.75 |
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