Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 18.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -59.76% |
Year to date (YTD) | n.a. |
1 month | -48.39% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 75.26 |
Premium | 0.10% |
Premium p.a. | 0.28% |
Leverage | 11.23 |
Implied volatility | 0.23 |
ISIN | CH1305144391 |
Symbol | HOL7CZ |
Security | 130514439 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 72.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.03.2024 |
Premium | 10.36% |
Premium p.a. | 28.43% |
Leverage | 47.56 |
Implied volatility | 23.44% |
Moneyness | out-of-the-money |
Leverage | 11.2348 |
Delta | -0.2362 |
Gamma | 0.0028 |
Theta | -0.0012 |
Rho | -0.0073 |
Vega | 0.0146 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 70.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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