Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.09.2024 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 | -88.79% |
Year to date (YTD) | -88.89% |
1 month | -53.33% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 120.20 |
Premium | 0.13% |
Premium p.a. | 0.44% |
Leverage | 14.81 |
Implied volatility | 0.23 |
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 | 12.53% |
Premium p.a. | 43.55% |
Leverage | 104.38 |
Implied volatility | 23.33% |
Moneyness | out-of-the-money |
Leverage | 14.8144 |
Delta | -0.1419 |
Gamma | 0.0007 |
Theta | -0.0009 |
Rho | -0.0030 |
Vega | 0.0082 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 118.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 82.88 |
Alcon AG | 83.18 |
ZURICH INSURANCE | 512.60 |
Givaudan | 4'537.00 |
Lonza Group | 534.60 |
Name | Price |
---|---|
SONOVA HLDG N | 288.00 |
Swiss Re | 115.70 |
Compagnie Financi... | 114.10 |
Holcim | 83.00 |
KUEHNE & NAGEL | 231.40 |