Last price paid | 0.08 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -75.81% |
Year to date (YTD) | -68.00% |
1 month | -42.86% |
3 months | -57.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 77.80 |
Premium | 0.26% |
Premium p.a. | 0.42% |
Leverage | 6.29 |
Implied volatility | 0.36 |
ISIN | CH1281050901 |
Symbol | HEIUCZ |
Security | 128105090 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 76.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.12.2023 |
Premium | 25.73% |
Premium p.a. | 41.92% |
Leverage | 52.79 |
Implied volatility | 36.39% |
Moneyness | out-of-the-money |
Leverage | 6.2851 |
Delta | -0.1191 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | -0.0034 |
Vega | 0.0062 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 74.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |