Last price paid | 0.08 | |
Change | +14.29% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | -67.39% |
Year to date (YTD) | n.a. |
1 month | -20.00% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 117.10 |
Premium | 0.21% |
Premium p.a. | 0.38% |
Leverage | 9.36 |
Implied volatility | 0.27 |
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 | 20.56% |
Premium p.a. | 37.53% |
Leverage | 82.67 |
Implied volatility | 27.24% |
Moneyness | out-of-the-money |
Leverage | 9.3553 |
Delta | -0.1132 |
Gamma | 0.0004 |
Theta | -0.0006 |
Rho | -0.0043 |
Vega | 0.0088 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 98.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |