Last price paid | 0.37 | |
Change | +5.71% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -35.34% |
Year to date (YTD) | -41.27% |
1 month | +8.82% |
3 months | +27.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 120.20 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 7.77 |
Implied volatility | 0.20 |
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 | 4.58% |
Premium p.a. | 8.11% |
Leverage | 15.72 |
Implied volatility | 19.66% |
Moneyness | in-the-money |
Leverage | 7.7695 |
Delta | -0.4942 |
Gamma | 0.0011 |
Theta | -0.0007 |
Rho | -0.0186 |
Vega | 0.0177 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 112.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |