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 | 0.12% |
Premium p.a. | 0.20% |
Leverage | 8.25 |
Implied volatility | 0.24 |
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 | 12.10% |
Premium p.a. | 20.44% |
Leverage | 32.62 |
Implied volatility | 23.94% |
Moneyness | out-of-the-money |
Leverage | 8.2461 |
Delta | -0.2528 |
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 | 112.95 |
ROCHE GS | 230.60 |
Givaudan | 4'233.00 |
ABB Ltd | 49.74 |
SONOVA HLDG N | 289.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
UBS | 28.00 |
Partners Group Ho... | 1'196.00 |
Swiss Life Hldg | 625.60 |
LOGITECH INT. | 86.36 |