Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +26.92% |
Year to date (YTD) | n.a. |
1 month | +23.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 6.66 |
Premium | 0.16% |
Premium p.a. | 0.26% |
Leverage | 0.86 |
Implied volatility | 1.00 |
ISIN | CH1305147600 |
Symbol | HFG3RZ |
Security | 130514760 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | HelloFresh I, DE000A161408 |
Underlying ISIN | DE000A161408 |
Strike | 8.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 15.74% |
Premium p.a. | 26.11% |
Leverage | 1.63 |
Implied volatility | 100.33% |
Moneyness | in-the-money |
Leverage | 0.8570 |
Delta | -0.5249 |
Gamma | 0.0047 |
Theta | -0.0002 |
Rho | -0.0018 |
Vega | 0.0008 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 4.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |