Last price paid | 0.42 | |
Change | -4.55% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -31.13% |
Year to date (YTD) | +31.25% |
1 month | -22.22% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 120.20 |
Premium | 0.06% |
Premium p.a. | 0.11% |
Leverage | 9.30 |
Implied volatility | 0.19 |
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 | 5.64% |
Premium p.a. | 10.62% |
Leverage | 16.51 |
Implied volatility | 18.76% |
Moneyness | in-the-money |
Leverage | 9.2969 |
Delta | 0.5632 |
Gamma | 0.0012 |
Theta | -0.0010 |
Rho | 0.0161 |
Vega | 0.0173 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 127.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.60 |
Lonza Group | 488.10 |
Sika AG | 258.90 |
SONOVA HLDG N | 273.00 |
NOVARTIS N | 96.17 |
Name | Price |
---|---|
Compagnie Financi... | 142.05 |
UBS | 26.19 |
ROCHE GS | 250.60 |
ZURICH INSURANCE | 480.10 |
SWISSCOM N | 500.50 |