Last price paid | 0.055 | |
Change | -15.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -33.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -38.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 23.64 |
Premium | 0.29% |
Premium p.a. | 0.48% |
Leverage | 1.44 |
Implied volatility | 0.90 |
ISIN | CH1305129244 |
Symbol | DHECBZ |
Security | 130512924 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 05.01.2024 |
Premium | 29.29% |
Premium p.a. | 48.15% |
Leverage | 4.65 |
Implied volatility | 90.35% |
Moneyness | out-of-the-money |
Leverage | 1.4351 |
Delta | -0.3083 |
Gamma | 0.0002 |
Theta | -0.0001 |
Rho | -0.0009 |
Vega | 0.0008 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 19.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.40 |
UBS | 28.05 |
Partners Group Ho... | 1'196.00 |
Holcim | 79.26 |
GEBERIT N | 557.00 |