Last price paid | n.a. | |
Change | -15.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -43.10% |
Year to date (YTD) | -22.73% |
1 month | -60.47% |
3 months | -54.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 117.10 |
Premium | 0.00% |
Premium p.a. | 0.17% |
Leverage | 29.95 |
Implied volatility | 0.20 |
ISIN | CH1281048301 |
Symbol | HEL1GZ |
Security | 128104830 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 0.33% |
Premium p.a. | 16.97% |
Leverage | 37.24 |
Implied volatility | 20.25% |
Moneyness | in-the-money |
Leverage | 29.9506 |
Delta | 0.8042 |
Gamma | 0.0039 |
Theta | -0.0036 |
Rho | 0.0009 |
Vega | 0.0023 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 123.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 83.10 |
LOGITECH INT. | 72.86 |
Lonza Group | 535.40 |
Alcon AG | 83.08 |
KUEHNE & NAGEL | 233.50 |
Name | Price |
---|---|
Swiss Re | 115.10 |
SONOVA HLDG N | 290.50 |
Holcim | 82.76 |
Compagnie Financi... | 114.05 |
ROCHE GS | 268.30 |