Last price paid | 0.43 | |
Change | +4.88% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +190.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | +26.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 13.09 |
Premium | 0.12% |
Premium p.a. | 0.23% |
Leverage | 0.31 |
Implied volatility | 1.59 |
ISIN | CH1305129467 |
Symbol | HFG58Z |
Security | 130512946 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | HelloFresh I, DE000A161408 |
Underlying ISIN | DE000A161408 |
Strike | 13.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.01.2024 |
Premium | 12.27% |
Premium p.a. | 23.32% |
Leverage | 0.50 |
Implied volatility | 159.23% |
Moneyness | in-the-money |
Leverage | 0.3131 |
Delta | -0.6259 |
Gamma | 0.0038 |
Theta | -0.0002 |
Rho | -0.0030 |
Vega | 0.0006 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 3.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |