Last price paid | 0.001 | |
Change | -93.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 3'000.00 Unit | |
Date/time | 21.06.2024 12:00 |
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 | -82.50% |
Year to date (YTD) | n.a. |
1 month | -99.00% |
3 months | -99.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 86.15 |
Premium | 0.07% |
Premium p.a. | 3.80% |
Leverage | 39.15 |
Implied volatility | 0.39 |
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 | 7.29% |
Premium p.a. | 380.22% |
Leverage | 339.84 |
Implied volatility | 39.21% |
Moneyness | out-of-the-money |
Leverage | 39.1521 |
Delta | 0.1152 |
Gamma | 0.0016 |
Theta | -0.0026 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 100.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.00 |
KUEHNE & NAGEL | 259.10 |
SONOVA HLDG N | 272.50 |
Lonza Group | 483.70 |
Givaudan | 4'346.00 |
Name | Price |
---|---|
ROCHE GS | 249.00 |
Compagnie Financi... | 141.95 |
Swiss Re | 111.05 |
SWISSCOM N | 499.60 |
ZURICH INSURANCE | 479.90 |