Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.09.2024 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 | -93.75% |
Year to date (YTD) | -42.86% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 136.00 |
Premium | 0.11% |
Premium p.a. | 5.87% |
Leverage | 33.18 |
Implied volatility | 0.51 |
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 | 11.25% |
Premium p.a. | 586.66% |
Leverage | 450.33 |
Implied volatility | 50.63% |
Moneyness | out-of-the-money |
Leverage | 33.1776 |
Delta | 0.0737 |
Gamma | 0.0007 |
Theta | -0.0045 |
Rho | 0.0001 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 150.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.05 |
SONOVA HLDG N | 304.00 |
Sika AG | 281.70 |
ROCHE GS | 272.80 |
Partners Group Ho... | 1'267.00 |
Name | Price |
---|---|
ABB Ltd | 49.68 |
Holcim | 84.14 |
Lonza Group | 536.20 |
LOGITECH INT. | 74.48 |
Givaudan | 4'604.00 |