Last price paid | 0.57 | |
Change | -16.18% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 18.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +51.35% |
Year to date (YTD) | n.a. |
1 month | +96.55% |
3 months | -1.72% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 78.52 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 13.96 |
Implied volatility | 0.32 |
ISIN | CH1305151495 |
Symbol | HOLC4Z |
Security | 130515149 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 78.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.04.2024 |
Premium | 0.14% |
Premium p.a. | 7.50% |
Leverage | 14.91 |
Implied volatility | 32.42% |
Moneyness | in-the-money |
Leverage | 13.9619 |
Delta | 0.9366 |
Gamma | 0.0033 |
Theta | -0.0033 |
Rho | 0.0014 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 83.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |