Last price paid | 1.51 | |
Change | +6.34% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +144.35% |
Year to date (YTD) | n.a. |
1 month | +4.86% |
3 months | +46.60% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 175.00 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 5.61 |
Implied volatility | 0.27 |
ISIN | CH1305132198 |
Symbol | FHZZGZ |
Security | 130513219 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 2.09% |
Premium p.a. | 5.60% |
Leverage | 6.80 |
Implied volatility | 26.85% |
Moneyness | in-the-money |
Leverage | 5.6070 |
Delta | 0.8247 |
Gamma | 0.0004 |
Theta | -0.0018 |
Rho | 0.0260 |
Vega | 0.0162 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 210.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |