Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -56.25% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 86.12 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 7.96 |
Implied volatility | 0.25 |
ISIN | CH1305143112 |
Symbol | HEI6PZ |
Security | 130514311 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 05.03.2024 |
Premium | 13.07% |
Premium p.a. | 21.99% |
Leverage | 33.04 |
Implied volatility | 25.03% |
Moneyness | out-of-the-money |
Leverage | 7.9587 |
Delta | -0.2409 |
Gamma | 0.0002 |
Theta | -0.0001 |
Rho | -0.0016 |
Vega | 0.0028 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 81.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.30 |
ROCHE GS | 229.00 |
Givaudan | 4'221.00 |
LOGITECH INT. | 86.88 |
ZURICH INSURANCE | 468.40 |
Name | Price |
---|---|
Lonza Group | 489.60 |
Alcon AG | 80.14 |
UBS | 28.07 |
KUEHNE & NAGEL | 249.20 |
Holcim | 79.32 |