Last price paid | 0.09 | |
Change | -18.18% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.08.2024 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 | -80.68% |
Year to date (YTD) | -90.53% |
1 month | -52.63% |
3 months | -77.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 136.00 |
Premium | 0.04% |
Premium p.a. | 0.44% |
Leverage | 23.77 |
Implied volatility | 0.21 |
ISIN | CH1268390429 |
Symbol | HEL3NZ |
Security | 126839042 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 130.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 4.25% |
Premium p.a. | 44.36% |
Leverage | 78.82 |
Implied volatility | 20.73% |
Moneyness | out-of-the-money |
Leverage | 23.7715 |
Delta | -0.3016 |
Gamma | 0.0020 |
Theta | -0.0021 |
Rho | -0.0020 |
Vega | 0.0072 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 128.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |