Last price paid | 1.20 | |
Change | -6.98% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +139.00% |
Year to date (YTD) | n.a. |
1 month | -1.64% |
3 months | +10.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 175.00 |
Premium | 0.01% |
Premium p.a. | 0.44% |
Leverage | 7.30 |
Implied volatility | 0.81 |
ISIN | CH1305132172 |
Symbol | FHZDYZ |
Security | 130513217 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 178.76 |
C/P type | call |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 22.01.2024 |
Premium | 0.84% |
Premium p.a. | 43.84% |
Leverage | 8.46 |
Implied volatility | 81.09% |
Moneyness | in-the-money |
Leverage | 7.2981 |
Delta | 0.8626 |
Gamma | 0.0005 |
Theta | -0.0180 |
Rho | 0.0014 |
Vega | 0.0031 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 203.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.15 |
SONOVA HLDG N | 303.30 |
Alcon AG | 84.48 |
Sika AG | 281.60 |
ROCHE GS | 272.50 |
Name | Price |
---|---|
Holcim | 83.20 |
ABB Ltd | 49.36 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.00 |
Swiss Life Hldg | 710.80 |