Last price paid | 0.57 | |
Change | +11.76% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 1'342.00 Unit | |
Date/time | 15.05.2024 17:15 |
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 | -1.96% |
Year to date (YTD) | +96.55% |
1 month | +21.28% |
3 months | +72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 183.80 |
Premium | 0.10% |
Premium p.a. | 0.16% |
Leverage | 8.56 |
Implied volatility | 0.21 |
ISIN | CH1281050133 |
Symbol | FHZ70Z |
Security | 128105013 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 198.63 |
C/P type | call |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 08.12.2023 |
Premium | 10.06% |
Premium p.a. | 15.63% |
Leverage | 19.08 |
Implied volatility | 21.34% |
Moneyness | out-of-the-money |
Leverage | 8.5637 |
Delta | 0.4488 |
Gamma | 0.0006 |
Theta | -0.0015 |
Rho | 0.0243 |
Vega | 0.0303 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 210.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.40 |
Swiss Re | 107.50 |
ZURICH INSURANCE | 461.90 |
Swiss Life Hldg | 658.60 |
Partners Group Ho... | 1'286.50 |
Name | Price |
---|---|
ABB Ltd | 47.69 |
UBS | 27.45 |
NOVARTIS N | 92.77 |
Lonza Group | 529.40 |
SONOVA HLDG N | 296.00 |