Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.84% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 73.99 |
Premium | 0.14% |
Premium p.a. | 1.15% |
Leverage | 21.82 |
Implied volatility | 0.29 |
ISIN | CH1305142429 |
Symbol | HOLNQZ |
Security | 130514242 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 04.03.2024 |
Premium | 13.54% |
Premium p.a. | 114.93% |
Leverage | 313.44 |
Implied volatility | 29.21% |
Moneyness | out-of-the-money |
Leverage | 21.8170 |
Delta | -0.0696 |
Gamma | 0.0017 |
Theta | -0.0012 |
Rho | -0.0007 |
Vega | 0.0036 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 67.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |