Last price paid | 0.38 | |
Change | -9.52% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -27.36% |
Year to date (YTD) | +18.75% |
1 month | -29.63% |
3 months | -5.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 120.20 |
Premium | 0.05% |
Premium p.a. | 0.10% |
Leverage | 9.27 |
Implied volatility | 0.18 |
ISIN | CH1281035324 |
Symbol | HEL21Z |
Security | 128103532 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 5.10% |
Premium p.a. | 9.70% |
Leverage | 15.78 |
Implied volatility | 18.37% |
Moneyness | in-the-money |
Leverage | 9.2683 |
Delta | 0.5874 |
Gamma | 0.0012 |
Theta | -0.0010 |
Rho | 0.0167 |
Vega | 0.0172 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 127.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |