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 | -38.89% |
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. | 0.50% |
Leverage | 1.53 |
Implied volatility | 0.89 |
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 | 28.67% |
Premium p.a. | 49.83% |
Leverage | 4.99 |
Implied volatility | 89.01% |
Moneyness | out-of-the-money |
Leverage | 1.5318 |
Delta | -0.3073 |
Gamma | 0.0002 |
Theta | -0.0001 |
Rho | -0.0008 |
Vega | 0.0007 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 20.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |