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 |
Perf. since issue | -21.70% |
Year to date (YTD) | +31.25% |
1 month | -22.22% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
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 | 5.68% |
Premium p.a. | 10.64% |
Leverage | 14.63 |
Implied volatility | 20.10% |
Moneyness | in-the-money |
Leverage | 8.5235 |
Delta | 0.5827 |
Gamma | 0.0011 |
Theta | -0.0010 |
Rho | 0.0167 |
Vega | 0.0173 |
Fair value | 0.35 |
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 |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |