Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -42.86% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 20.75 |
Premium | 0.37% |
Premium p.a. | 0.65% |
Leverage | 1.56 |
Implied volatility | 0.96 |
ISIN | CH1305139367 |
Symbol | DHEHYZ |
Security | 130513936 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 22.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 22.02.2024 |
Premium | 37.26% |
Premium p.a. | 64.76% |
Leverage | 6.85 |
Implied volatility | 96.39% |
Moneyness | out-of-the-money |
Leverage | 1.5589 |
Delta | -0.2274 |
Gamma | 0.0002 |
Theta | -0.0001 |
Rho | -0.0006 |
Vega | 0.0006 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 17.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |