Last price paid | 0.11 | |
Change | -26.67% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +91.67% |
Year to date (YTD) | n.a. |
1 month | -15.38% |
3 months | +175.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 86.15 |
Premium | 0.05% |
Premium p.a. | 0.44% |
Leverage | 13.04 |
Implied volatility | 0.35 |
ISIN | CH1305134970 |
Symbol | HEINZZ |
Security | 130513497 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 31.01.2024 |
Premium | 5.01% |
Premium p.a. | 43.57% |
Leverage | 33.64 |
Implied volatility | 35.33% |
Moneyness | out-of-the-money |
Leverage | 13.0408 |
Delta | 0.3877 |
Gamma | 0.0014 |
Theta | -0.0014 |
Rho | 0.0012 |
Vega | 0.0049 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 102.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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