Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -37.88% |
Year to date (YTD) | n.a. |
1 month | -43.24% |
3 months | -59.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 130.30 |
Premium | 0.12% |
Premium p.a. | 0.18% |
Leverage | 8.30 |
Implied volatility | 0.22 |
ISIN | CH1305146446 |
Symbol | HELMWZ |
Security | 130514644 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 11.86% |
Premium p.a. | 17.97% |
Leverage | 32.07 |
Implied volatility | 22.37% |
Moneyness | out-of-the-money |
Leverage | 8.2986 |
Delta | -0.2587 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | -0.0126 |
Vega | 0.0173 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 115.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |