Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -66.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 93.05 |
Premium | 0.02% |
Premium p.a. | 0.55% |
Leverage | 27.08 |
Implied volatility | 0.24 |
ISIN | CH1305135191 |
Symbol | HEIDBZ |
Security | 130513519 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 31.01.2024 |
Premium | 2.39% |
Premium p.a. | 54.52% |
Leverage | 57.48 |
Implied volatility | 23.54% |
Moneyness | out-of-the-money |
Leverage | 27.0775 |
Delta | 0.4711 |
Gamma | 0.0011 |
Theta | -0.0008 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 97.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'192.50 |
Holcim | 81.68 |
GEBERIT N | 557.00 |
Sika AG | 272.70 |
Name | Price |
---|---|
SWISSCOM N | 494.20 |
Lonza Group | 490.80 |
SONOVA HLDG N | 287.10 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 260.40 |