Last price paid | 0.41 | |
Change | +5.13% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +176.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | +20.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 13.09 |
Premium | 0.08% |
Premium p.a. | 0.16% |
Leverage | 0.37 |
Implied volatility | 1.40 |
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 | 8.25% |
Premium p.a. | 15.51% |
Leverage | 0.55 |
Implied volatility | 139.48% |
Moneyness | in-the-money |
Leverage | 0.3714 |
Delta | -0.6796 |
Gamma | 0.0039 |
Theta | -0.0002 |
Rho | -0.0030 |
Vega | 0.0006 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 4.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |