Last price paid | 0.29 | |
Change | -3.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 106'000.00 Unit | |
Date/time | 30.05.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -10.61% |
Year to date (YTD) | +7.41% |
1 month | +38.10% |
3 months | -34.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 117.10 |
Premium | 0.04% |
Premium p.a. | 0.12% |
Leverage | 11.78 |
Implied volatility | 0.18 |
ISIN | CH1281048335 |
Symbol | HEL6QZ |
Security | 128104833 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 3.96% |
Premium p.a. | 12.16% |
Leverage | 20.53 |
Implied volatility | 18.30% |
Moneyness | in-the-money |
Leverage | 11.7769 |
Delta | 0.5738 |
Gamma | 0.0015 |
Theta | -0.0012 |
Rho | 0.0104 |
Vega | 0.0136 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 125.90 |
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 |