Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -67.50% |
Year to date (YTD) | n.a. |
1 month | -13.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 80.62 |
Premium | 0.04% |
Premium p.a. | 0.42% |
Leverage | 33.77 |
Implied volatility | 0.16 |
ISIN | CH1305148483 |
Symbol | HOLXXZ |
Security | 130514848 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 82.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 25.03.2024 |
Premium | 4.09% |
Premium p.a. | 41.50% |
Leverage | 122.15 |
Implied volatility | 15.77% |
Moneyness | out-of-the-money |
Leverage | 33.7715 |
Delta | 0.2765 |
Gamma | 0.0085 |
Theta | -0.0019 |
Rho | 0.0021 |
Vega | 0.0083 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 82.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |