Last price paid | 0.86 | |
Change | -7.53% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +827.78% |
Year to date (YTD) | +352.63% |
1 month | +17.81% |
3 months | +377.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 58.48 |
Premium | 0.03% |
Premium p.a. | 0.07% |
Leverage | 7.11 |
Implied volatility | 0.23 |
ISIN | CH1268390460 |
Symbol | HOL68Z |
Security | 126839046 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 72.00 |
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 | 2.67% |
Premium p.a. | 7.33% |
Leverage | 9.37 |
Implied volatility | 23.34% |
Moneyness | in-the-money |
Leverage | 7.1079 |
Delta | 0.7584 |
Gamma | 0.0028 |
Theta | -0.0015 |
Rho | 0.0186 |
Vega | 0.0147 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 80.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.20 |
Swiss Re | 110.20 |
LOGITECH INT. | 82.70 |
NOVARTIS N | 93.77 |
ROCHE GS | 237.50 |
Name | Price |
---|---|
Partners Group Ho... | 1'260.50 |
ABB Ltd | 47.10 |
Alcon AG | 80.12 |
GEBERIT N | 561.40 |
SONOVA HLDG N | 295.50 |