Last price paid | 0.07 | |
Change | -22.22% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -69.05% |
Year to date (YTD) | n.a. |
1 month | -56.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 101.90 |
Premium | 0.06% |
Premium p.a. | 0.81% |
Leverage | 21.91 |
Implied volatility | 0.27 |
ISIN | CH1305151438 |
Symbol | HOTS1Z |
Security | 130515143 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hochtief I, DE0006070006 |
Underlying ISIN | DE0006070006 |
Strike | 105.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 10.04.2024 |
Premium | 6.22% |
Premium p.a. | 81.09% |
Leverage | 75.44 |
Implied volatility | 27.37% |
Moneyness | out-of-the-money |
Leverage | 21.9087 |
Delta | 0.2904 |
Gamma | 0.0023 |
Theta | -0.0024 |
Rho | 0.0010 |
Vega | 0.0046 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 106.33 |
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 |