Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.08.2024 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 | -64.29% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 20.75 |
Premium | 0.30% |
Premium p.a. | 0.95% |
Leverage | 2.44 |
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 | 30.29% |
Premium p.a. | 95.31% |
Leverage | 10.45 |
Implied volatility | 93.21% |
Moneyness | out-of-the-money |
Leverage | 2.4437 |
Delta | -0.2338 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | -0.0003 |
Vega | 0.0005 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 19.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |