Last price paid | 0.57 | |
Change | -6.56% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +8.65% |
Year to date (YTD) | n.a. |
1 month | -14.93% |
3 months | -6.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 78.85 |
Premium | 0.09% |
Premium p.a. | 0.12% |
Leverage | 7.19 |
Implied volatility | 0.22 |
ISIN | CH1305146842 |
Symbol | HOL3XZ |
Security | 130514684 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 9.36% |
Premium p.a. | 12.42% |
Leverage | 13.86 |
Implied volatility | 22.11% |
Moneyness | out-of-the-money |
Leverage | 7.1879 |
Delta | 0.5185 |
Gamma | 0.0027 |
Theta | -0.0012 |
Rho | 0.0263 |
Vega | 0.0271 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 85.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.30 |
KUEHNE & NAGEL | 261.10 |
Sika AG | 259.40 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.15 |
Name | Price |
---|---|
Compagnie Financi... | 142.50 |
UBS | 26.25 |
SWISSCOM N | 501.00 |
ROCHE GS | 251.20 |
Nestlé SA | 93.10 |