Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -65.22% |
Year to date (YTD) | n.a. |
1 month | -34.62% |
3 months | -43.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 117.10 |
Premium | 0.23% |
Premium p.a. | 0.37% |
Leverage | 9.48 |
Implied volatility | 0.25 |
ISIN | CH1281048368 |
Symbol | HELDIZ |
Security | 128104836 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 23.06% |
Premium p.a. | 36.76% |
Leverage | 79.94 |
Implied volatility | 24.62% |
Moneyness | out-of-the-money |
Leverage | 9.4816 |
Delta | -0.1186 |
Gamma | 0.0004 |
Theta | -0.0007 |
Rho | -0.0053 |
Vega | 0.0099 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 98.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |