Last price paid | 0.42 | |
Change | +2.44% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 13.05.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +57.41% |
Year to date (YTD) | n.a. |
1 month | +23.53% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 77.76 |
Premium | 0.20% |
Premium p.a. | 0.12% |
Leverage | 6.79 |
Implied volatility | 0.20 |
ISIN | CH1338496206 |
Symbol | HOLSZZ |
Security | 133849620 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 92.00 |
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 | 19.83% |
Premium p.a. | 12.19% |
Leverage | 18.90 |
Implied volatility | 19.69% |
Moneyness | out-of-the-money |
Leverage | 6.7850 |
Delta | 0.3590 |
Gamma | 0.0019 |
Theta | -0.0007 |
Rho | 0.0387 |
Vega | 0.0376 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 96.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |