Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -18.75% |
Year to date (YTD) | -18.75% |
1 month | -23.53% |
3 months | +62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 87.21 |
Premium | 0.09% |
Premium p.a. | 0.17% |
Leverage | 8.31 |
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 | 8.24% |
Premium p.a. | 15.99% |
Leverage | 17.29 |
Implied volatility | 23.08% |
Moneyness | out-of-the-money |
Leverage | 8.4274 |
Delta | 0.4873 |
Gamma | 0.0003 |
Theta | -0.0002 |
Rho | 0.0025 |
Vega | 0.0032 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 101.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.90 |
Lonza Group | 492.50 |
Sika AG | 261.00 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.57 |
Name | Price |
---|---|
Compagnie Financi... | 142.45 |
SWISSCOM N | 502.50 |
ZURICH INSURANCE | 482.70 |
Swiss Re | 111.85 |
Partners Group Ho... | 1'147.50 |