Last price paid | 0.36 | |
Change | +9.09% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 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 | +4.05% |
Year to date (YTD) | n.a. |
1 month | -2.70% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 99.13 |
Premium | 0.06% |
Premium p.a. | 0.20% |
Leverage | 8.19 |
Implied volatility | 0.29 |
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 | 5.61% |
Premium p.a. | 20.29% |
Leverage | 13.68 |
Implied volatility | 28.59% |
Moneyness | in-the-money |
Leverage | 8.1916 |
Delta | 0.5989 |
Gamma | 0.0012 |
Theta | -0.0018 |
Rho | 0.0077 |
Vega | 0.0107 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 118.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.30 |
Alcon AG | 84.70 |
SONOVA HLDG N | 303.10 |
Sika AG | 281.70 |
ROCHE GS | 272.90 |
Name | Price |
---|---|
Holcim | 83.36 |
ABB Ltd | 49.48 |
Lonza Group | 538.00 |
ZURICH INSURANCE | 514.40 |
SWISSCOM N | 553.00 |