Last price paid | 0.47 | |
Change | +74.07% [ +0.20 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | +25.68% |
Year to date (YTD) | n.a. |
1 month | +30.56% |
3 months | -2.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 99.13 |
Premium | 0.11% |
Premium p.a. | 0.21% |
Leverage | 6.03 |
Implied volatility | 0.31 |
ISIN | CH1305129442 |
Symbol | HOT2JZ |
Security | 130512944 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Hochtief I, DE0006070006 |
Underlying ISIN | DE0006070006 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.01.2024 |
Premium | 11.05% |
Premium p.a. | 20.68% |
Leverage | 11.10 |
Implied volatility | 31.12% |
Moneyness | out-of-the-money |
Leverage | 6.0331 |
Delta | 0.5435 |
Gamma | 0.0008 |
Theta | -0.0014 |
Rho | 0.0125 |
Vega | 0.0150 |
Fair value | 0.47 |
Intrinsic value | n.a. |
Break-even | 119.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |