Last price paid | 0.20 | |
Change | -23.08% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | -66.38% |
Year to date (YTD) | -68.25% |
1 month | -23.08% |
3 months | -47.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 120.20 |
Premium | 0.08% |
Premium p.a. | 0.19% |
Leverage | 10.27 |
Implied volatility | 0.22 |
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 | 8.08% |
Premium p.a. | 19.39% |
Leverage | 32.38 |
Implied volatility | 21.60% |
Moneyness | out-of-the-money |
Leverage | 10.2692 |
Delta | -0.3171 |
Gamma | 0.0010 |
Theta | -0.0010 |
Rho | -0.0091 |
Vega | 0.0145 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 116.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |