Last price paid | 0.085 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -70.97% |
Year to date (YTD) | -66.00% |
1 month | -29.17% |
3 months | -43.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 77.80 |
Premium | 0.23% |
Premium p.a. | 0.38% |
Leverage | 6.12 |
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 | 23.00% |
Premium p.a. | 38.16% |
Leverage | 41.69 |
Implied volatility | 35.87% |
Moneyness | out-of-the-money |
Leverage | 6.1200 |
Delta | -0.1468 |
Gamma | 0.0004 |
Theta | -0.0005 |
Rho | -0.0039 |
Vega | 0.0067 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 73.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |