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. | 0.50% |
Leverage | 28.08 |
Implied volatility | 0.22 |
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 | 2.17% |
Premium p.a. | 49.52% |
Leverage | 57.77 |
Implied volatility | 22.28% |
Moneyness | out-of-the-money |
Leverage | 28.0820 |
Delta | 0.4862 |
Gamma | 0.0012 |
Theta | -0.0007 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 97.65 |
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... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |