Last price paid | 0.37 | |
Change | -7.50% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | +13.64% |
Year to date (YTD) | n.a. |
1 month | +5.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 130.30 |
Premium | 0.08% |
Premium p.a. | 0.11% |
Leverage | 6.44 |
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 | 8.24% |
Premium p.a. | 10.70% |
Leverage | 16.35 |
Implied volatility | 22.27% |
Moneyness | out-of-the-money |
Leverage | 6.4396 |
Delta | -0.3939 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | -0.0215 |
Vega | 0.0207 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 112.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'176.50 |
Sika AG | 261.40 |
Swiss Re | 112.85 |
Holcim | 82.52 |
GEBERIT N | 543.60 |
Name | Price |
---|---|
Compagnie Financi... | 139.65 |
KUEHNE & NAGEL | 259.20 |
NOVARTIS N | 93.60 |
Nestlé SA | 94.42 |
ROCHE GS | 249.70 |