Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -78.57% |
Year to date (YTD) | n.a. |
1 month | -30.77% |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 68.42 |
Premium | 0.22% |
Premium p.a. | 0.39% |
Leverage | 9.28 |
Implied volatility | 0.28 |
ISIN | CH1305138849 |
Symbol | HOL6OZ |
Security | 130513884 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 64.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.02.2024 |
Premium | 21.75% |
Premium p.a. | 39.30% |
Leverage | 89.60 |
Implied volatility | 27.82% |
Moneyness | out-of-the-money |
Leverage | 9.2763 |
Delta | -0.1035 |
Gamma | 0.0011 |
Theta | -0.0007 |
Rho | -0.0051 |
Vega | 0.0108 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 63.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 480.10 |
Swiss Life Hldg | 646.40 |
Partners Group Ho... | 1'160.50 |
ABB Ltd | 50.96 |
Givaudan | 4'357.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.45 |
Nestlé SA | 94.72 |
NOVARTIS N | 93.17 |
Alcon AG | 78.38 |
SONOVA HLDG N | 271.30 |