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 | 0.09% |
Premium p.a. | 0.32% |
Leverage | 13.46 |
Implied volatility | 0.23 |
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 | 8.87% |
Premium p.a. | 31.73% |
Leverage | 56.38 |
Implied volatility | 22.54% |
Moneyness | out-of-the-money |
Leverage | 13.4587 |
Delta | -0.2387 |
Gamma | 0.0011 |
Theta | -0.0010 |
Rho | -0.0042 |
Vega | 0.0097 |
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 |
---|---|
UBS | 27.30 |
Givaudan | 4'336.00 |
Swiss Life Hldg | 638.00 |
ABB Ltd | 50.34 |
GEBERIT N | 546.00 |
Name | Price |
---|---|
NOVARTIS N | 93.85 |
ROCHE GS | 245.10 |
Compagnie Financi... | 143.10 |
Alcon AG | 80.20 |
Nestlé SA | 95.08 |