Last price paid | 0.18 | |
Change | -14.29% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -42.19% |
Year to date (YTD) | +12.50% |
1 month | +38.46% |
3 months | -28.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 120.20 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 11.43 |
Implied volatility | 0.18 |
ISIN | CH1281035332 |
Symbol | HELP7Z |
Security | 128103533 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 130.00 |
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 | 10.68% |
Premium p.a. | 17.96% |
Leverage | 32.65 |
Implied volatility | 18.19% |
Moneyness | out-of-the-money |
Leverage | 11.4250 |
Delta | 0.3499 |
Gamma | 0.0011 |
Theta | -0.0008 |
Rho | 0.0115 |
Vega | 0.0172 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 133.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |