Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -95.45% |
Year to date (YTD) | -94.12% |
1 month | -20.00% |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 120.20 |
Premium | 0.19% |
Premium p.a. | 9.71% |
Leverage | 19.21 |
Implied volatility | 0.89 |
ISIN | CH1281035357 |
Symbol | HELXBZ |
Security | 128103535 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 110.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 18.62% |
Premium p.a. | 970.91% |
Leverage | 449.33 |
Implied volatility | 88.52% |
Moneyness | out-of-the-money |
Leverage | 19.2080 |
Delta | -0.0427 |
Gamma | 0.0003 |
Theta | -0.0050 |
Rho | -0.0001 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 109.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 132.85 |
SONOVA HLDG N | 303.50 |
Sika AG | 281.60 |
ROCHE GS | 272.70 |
Partners Group Ho... | 1'267.00 |
Name | Price |
---|---|
ABB Ltd | 49.65 |
Holcim | 84.08 |
Lonza Group | 536.80 |
LOGITECH INT. | 74.52 |
SWISSCOM N | 554.00 |