Last price paid | 0.94 | |
Change | -1.05% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 01.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +233.93% |
Year to date (YTD) | n.a. |
1 month | -18.26% |
3 months | -18.97% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 68.54 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 6.96 |
Implied volatility | 0.25 |
ISIN | CH1305140308 |
Symbol | HOLQDZ |
Security | 130514030 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 70.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 23.02.2024 |
Premium | 1.52% |
Premium p.a. | 5.98% |
Leverage | 8.36 |
Implied volatility | 25.05% |
Moneyness | in-the-money |
Leverage | 6.9569 |
Delta | 0.8322 |
Gamma | 0.0025 |
Theta | -0.0016 |
Rho | 0.0142 |
Vega | 0.0099 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 79.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |