Last price paid | 0.38 | |
Change | +2.70% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +1.32% |
Year to date (YTD) | n.a. |
1 month | +11.76% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 78.32 |
Premium | 0.18% |
Premium p.a. | 0.18% |
Leverage | 5.12 |
Implied volatility | 0.28 |
ISIN | CH1338504025 |
Symbol | HOL4SZ |
Security | 133850402 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 22.05.2024 |
Premium | 17.92% |
Premium p.a. | 17.87% |
Leverage | 20.30 |
Implied volatility | 28.07% |
Moneyness | out-of-the-money |
Leverage | 5.1235 |
Delta | -0.2524 |
Gamma | 0.0015 |
Theta | -0.0009 |
Rho | -0.0236 |
Vega | 0.0250 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 64.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |