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 | +127.00% |
Year to date (YTD) | n.a. |
1 month | +39.02% |
3 months | -16.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 175.00 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 6.95 |
Implied volatility | 0.27 |
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 | 2.01% |
Premium p.a. | 7.82% |
Leverage | 8.75 |
Implied volatility | 26.78% |
Moneyness | in-the-money |
Leverage | 6.9529 |
Delta | 0.7943 |
Gamma | 0.0005 |
Theta | -0.0023 |
Rho | 0.0174 |
Vega | 0.0143 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 202.70 |
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 |