Last price paid | 0.26 | |
Change | -16.13% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 13.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | +34.38% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 77.74 |
Premium | 0.03% |
Premium p.a. | 0.21% |
Leverage | 18.54 |
Implied volatility | 0.18 |
ISIN | CH1338496230 |
Symbol | HOL2DZ |
Security | 133849623 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
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 | 03.05.2024 |
Premium | 2.99% |
Premium p.a. | 21.02% |
Leverage | 36.20 |
Implied volatility | 18.43% |
Moneyness | out-of-the-money |
Leverage | 18.5414 |
Delta | 0.5123 |
Gamma | 0.0074 |
Theta | -0.0022 |
Rho | 0.0054 |
Vega | 0.0117 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 80.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.80 |
Nestlé SA | 97.88 |
Lonza Group | 490.90 |
ROCHE GS | 234.70 |
Givaudan | 4'239.00 |
Name | Price |
---|---|
UBS | 27.80 |
Swiss Re | 112.15 |
Holcim | 77.76 |
ABB Ltd | 49.27 |
ZURICH INSURANCE | 469.30 |