Last price paid | 0.07 | |
Change | -12.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +75.00% |
Year to date (YTD) | n.a. |
1 month | +7.69% |
3 months | +55.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 21.20 |
Premium | 0.28% |
Premium p.a. | 0.47% |
Leverage | 2.50 |
Implied volatility | 0.83 |
ISIN | CH1305134939 |
Symbol | DHEMNZ |
Security | 130513493 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 31.01.2024 |
Premium | 28.05% |
Premium p.a. | 47.40% |
Leverage | 4.02 |
Implied volatility | 83.46% |
Moneyness | out-of-the-money |
Leverage | 2.4974 |
Delta | 0.6207 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | 0.0006 |
Vega | 0.0008 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 37.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |