Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -68.18% |
Year to date (YTD) | -70.59% |
1 month | -16.67% |
3 months | -16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 120.20 |
Premium | 0.08% |
Premium p.a. | 0.29% |
Leverage | 13.74 |
Implied volatility | 0.22 |
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 | 8.48% |
Premium p.a. | 29.48% |
Leverage | 56.14 |
Implied volatility | 21.63% |
Moneyness | out-of-the-money |
Leverage | 13.7373 |
Delta | -0.2447 |
Gamma | 0.0011 |
Theta | -0.0010 |
Rho | -0.0044 |
Vega | 0.0099 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 107.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |