Last price paid | 0.30 | |
Change | -11.76% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | -49.14% |
Year to date (YTD) | -52.38% |
1 month | +7.14% |
3 months | +3.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 120.20 |
Premium | 0.07% |
Premium p.a. | 0.13% |
Leverage | 8.18 |
Implied volatility | 0.21 |
ISIN | CH1281035373 |
Symbol | HELVUZ |
Security | 128103537 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 120.00 |
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 | 6.93% |
Premium p.a. | 12.65% |
Leverage | 20.78 |
Implied volatility | 21.26% |
Moneyness | out-of-the-money |
Leverage | 8.1844 |
Delta | -0.3939 |
Gamma | 0.0010 |
Theta | -0.0008 |
Rho | -0.0148 |
Vega | 0.0175 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 114.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.30 |
GEBERIT N | 543.80 |
Holcim | 82.50 |
Givaudan | 4'320.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.75 |
NOVARTIS N | 93.56 |
Nestlé SA | 94.44 |
UBS | 27.59 |