Last price paid | n.a. | |
Change | -13.79% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 05.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +200.00% |
Year to date (YTD) | n.a. |
1 month | -24.24% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 70.64 |
Premium | 0.00% |
Premium p.a. | 0.17% |
Leverage | 25.50 |
Implied volatility | 0.21 |
ISIN | CH1305140704 |
Symbol | HOLA5Z |
Security | 130514070 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 27.02.2024 |
Premium | 0.46% |
Premium p.a. | 16.84% |
Leverage | 32.52 |
Implied volatility | 20.81% |
Moneyness | in-the-money |
Leverage | 25.4962 |
Delta | 0.7841 |
Gamma | 0.0108 |
Theta | -0.0042 |
Rho | 0.0016 |
Vega | 0.0037 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 78.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.00 |
Swiss Life Hldg | 645.40 |
ABB Ltd | 50.90 |
Holcim | 80.98 |
Givaudan | 4'340.00 |
Name | Price |
---|---|
NOVARTIS N | 92.86 |
Nestlé SA | 94.46 |
Compagnie Financi... | 141.20 |
Alcon AG | 78.38 |
SONOVA HLDG N | 271.30 |