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. | 0.61% |
Leverage | 1.59 |
Implied volatility | 0.93 |
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 | 37.19% |
Premium p.a. | 61.15% |
Leverage | 7.07 |
Implied volatility | 92.81% |
Moneyness | out-of-the-money |
Leverage | 1.5897 |
Delta | -0.2248 |
Gamma | 0.0001 |
Theta | -0.0001 |
Rho | -0.0006 |
Vega | 0.0007 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 17.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'236.00 |
ROCHE GS | 229.40 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 484.40 |
Partners Group Ho... | 1'195.50 |
UBS | 28.06 |
GEBERIT N | 556.80 |
Holcim | 79.26 |