Last price paid | 0.11 | |
Change | +29.41% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.07.2024 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 | -36.11% |
Year to date (YTD) | +37.50% |
1 month | +57.14% |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 120.20 |
Premium | 0.12% |
Premium p.a. | 0.25% |
Leverage | 14.24 |
Implied volatility | 0.18 |
ISIN | CH1281035340 |
Symbol | HELQRZ |
Security | 128103534 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 140.00 |
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 | 11.78% |
Premium p.a. | 24.86% |
Leverage | 55.35 |
Implied volatility | 18.02% |
Moneyness | out-of-the-money |
Leverage | 14.2447 |
Delta | 0.2574 |
Gamma | 0.0010 |
Theta | -0.0008 |
Rho | 0.0072 |
Vega | 0.0141 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 142.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 272.50 |
Lonza Group | 518.20 |
SWISSCOM N | 527.00 |
UBS | 27.86 |
Sika AG | 262.30 |
Name | Price |
---|---|
LOGITECH INT. | 80.56 |
Partners Group Ho... | 1'206.50 |
Givaudan | 4'229.00 |
Swiss Re | 107.85 |
SONOVA HLDG N | 267.40 |