Last price paid | 0.075 | |
Change | -11.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -78.79% |
Year to date (YTD) | -77.94% |
1 month | -16.67% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 120.20 |
Premium | 0.12% |
Premium p.a. | 0.43% |
Leverage | 14.33 |
Implied volatility | 0.24 |
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 | 11.64% |
Premium p.a. | 43.34% |
Leverage | 87.79 |
Implied volatility | 24.08% |
Moneyness | out-of-the-money |
Leverage | 14.3316 |
Delta | -0.1633 |
Gamma | 0.0008 |
Theta | -0.0009 |
Rho | -0.0029 |
Vega | 0.0078 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 108.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |