Last price paid | 0.22 | |
Change | +10.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +138.89% |
Year to date (YTD) | n.a. |
1 month | +69.23% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 88.46 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 13.34 |
Implied volatility | 0.25 |
ISIN | CH1305143054 |
Symbol | HEIX1Z |
Security | 130514305 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 05.03.2024 |
Premium | 1.64% |
Premium p.a. | 18.73% |
Leverage | 18.41 |
Implied volatility | 25.31% |
Moneyness | in-the-money |
Leverage | 13.3375 |
Delta | 0.7243 |
Gamma | 0.0018 |
Theta | -0.0018 |
Rho | 0.0023 |
Vega | 0.0039 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 101.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |