Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 06.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.82% |
Year to date (YTD) | -95.65% |
1 month | -66.67% |
3 months | -84.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 63.80 |
Premium | 0.23% |
Premium p.a. | 12.24% |
Leverage | 18.18 |
Implied volatility | 1.01 |
ISIN | CH1281045661 |
Symbol | HOLWJZ |
Security | 128104566 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 29.11.2023 |
Premium | 23.47% |
Premium p.a. | 1223.62% |
Leverage | 745.33 |
Implied volatility | 100.95% |
Moneyness | out-of-the-money |
Leverage | 18.1750 |
Delta | -0.0244 |
Gamma | 0.0005 |
Theta | -0.0040 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 59.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.30 |
KUEHNE & NAGEL | 259.70 |
SONOVA HLDG N | 273.60 |
Lonza Group | 485.80 |
Holcim | 78.26 |
Name | Price |
---|---|
ROCHE GS | 249.70 |
Compagnie Financi... | 142.80 |
Swiss Re | 111.25 |
ZURICH INSURANCE | 480.30 |
Nestlé SA | 92.94 |