Last price paid | 0.075 | |
Change | +7.14% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -12.50% |
Year to date (YTD) | -6.25% |
1 month | +7.14% |
3 months | +66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 87.21 |
Premium | 0.09% |
Premium p.a. | 0.16% |
Leverage | 7.96 |
Implied volatility | 0.24 |
ISIN | CH1281050943 |
Symbol | HEIECZ |
Security | 128105094 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 08.12.2023 |
Premium | 8.52% |
Premium p.a. | 15.79% |
Leverage | 16.02 |
Implied volatility | 23.74% |
Moneyness | out-of-the-money |
Leverage | 7.9619 |
Delta | 0.4970 |
Gamma | 0.0003 |
Theta | -0.0002 |
Rho | 0.0026 |
Vega | 0.0033 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 101.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Life Hldg | 638.80 |
Swiss Re | 109.80 |
ABB Ltd | 50.26 |
ZURICH INSURANCE | 474.40 |
Name | Price |
---|---|
Alcon AG | 78.50 |
SONOVA HLDG N | 271.10 |
Lonza Group | 472.40 |
Compagnie Financi... | 141.50 |
NOVARTIS N | 93.54 |